I don't have much experience with that. There is any possibility?
As I said earlier, yes, but of course to debug SFML (C++ code) you need that code to be compiled with debug info and (IDE that supports) C++ debugger.
Everything without debugging info (and proper language support) is seen "as assembler" by any native-code debuggers (incl. Lazarus).
Practically, I doubt you need it. Just handle the data you're feeding to SFML properly, with checks/exceptions on Pascal' side and it will be ok.