kamishi, in the link I posted to the lazarus wiki there's a tutorial how to get gdb in latest OSX, I had followed it before.
Martin_fr, thanks for the link, I double checked everything, there was only one thing missing in my project settings, I changed debug info from 'automatic' to 'dwarf with sets' and now breakpoints work!
If someone from Lazarus team reads this, I suggest checking what's the problem with the 'automatic' settings in OSX.