You should have debug info in all the ide/* files, as well as many of the included packages (LCL, ...).
Maybe try to check "clean all" and rebuild?
It can happen that while you compile the lazarus.exe is locked by the running IDE.
In that case your newly build lazarus is called lazarus.new.exe => and will be renamed when you restart the IDE.
After the rebuild check the date/time on the lazarus.exe.
If you have more than one lazarus install dir involved the windows task manager has "properties" in the context menu, and you can check from which path lazarus.exe was started (make a note of the pid of the running IDE before debugging, and then the new pid is in the debugger)
For your own design time package, you need to go to your packages "Options" (in the toolbar of the package window).
- You can either set the flags in the "debugging" page of the Options.
- Or you can go to "custom options" of the option and add
Note, that line is also configured in packages like the LCL..., and it means all the options from the "Configure build Lazarus" dialog.