Hi, first of all ensure your setup is correct:
https://wiki.lazarus.freepascal.org/Debugger_SetupBest results are usually with "dwarf with sets" setting.
What OS? 32/64 bit?
Can you test with a new project (just one or two lines of code) if the breakpoint works?
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You said it might be in an unit's "initialization" section?
This may (maybe) require some extra config.
Tools > Option > DEbugger
There is a property grid, search for the entry "InternalStartBreak" and set it to "gdsbAddZero"
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If you have a project, then breakpoints should be saved. Please check the breakpoint window: View > Debug Windows > Breakpoints
If breakpoints are not shown in the source editor, check if there are symlinks (*nux) to the source file (or the folder). And if you open the file sometimes via the symlink and sometimes direct.
THe IDE does not know the symlinks, and this are 2 different files.