^error,msg="Warning:\nCannot insert breakpoint -233.\nCannot access memory at address 0x72d54ef4\n"
The above means gdb has an internal problem. Something went wrong in GDB when GDB tried to find out where the step should end (where the next line is).
I dont know why it is related to Xg.
Though one danger of Xg is, that the file may for some reason not be updated on every compile (verify it has the same date as the exe).
Or there may be an old one around in addition to the new one (I do not know all the locations that gdb searches.).
If gdb had an outdate file, then that would cause problems.
Generally I recommend not to use Xg.
Set up build modes for debug and release. Then it is easy to recompile your release version without debug info.
Or use strip.exe to generate your release.