@BigChimp: I'm not seeing any issues at all. Well none that I wasn't expecting...
I downloaded the code from
https://github.com/flakron-shkodra/LazSqlX.git (chose Clone in desktop)
I already had Zeos installed (Zeos Trunk, whatever version that is). Run - Run (wanted to see what happened out of the box) (Note: I did nothing with Project Options)
Two exceptions, both related to the fact that I didn't have my compile folder populated with the required files.
First was an exception in TAnimatedGIF. Application handled the exception and allowed me to proceed (fair enough, a missing animated GIF shouldn't be a showstopper, but I bet this was your graphics link...), so I went to connect to a database. The second exception I was anticipating and was raised relating to missing ms sql dll.
Exited the Application. Put a break point in MainFormU FormCreate. Run - run. Breakpoint correctly reached.
I note that the project is being actively worked on by @Flameron. Maybe your copy was stale? Try getting latest, see if that does the trick...
UPDATE: A thought occurred relating to the .o/.ppus shipped with the code. I've now cleaned directories, and built all from scratch. Still no issues and breakpoints working fine...
Alternatively, it's the build environment somehow. I did my testing with Laz Trunk/fpc Trunk. I don't have Laz Trunk/fpc 2.6.4 configured anywhere. If you get latest and that still doesn't work, I'll use that fantastic tool fpcup and get me a Trunk/2.6.4 setup and see what happens :-)