pcp is very valuable, if you have 2 or more separate installations of Lazarus. As then each installation may have different packages installed. Using the same config, would lead to get a lot of warnings, at startup, and/or trouble recompiling.
For debugging Lazarus in Lazarus you do not need pcp. I do this kind of dbg all the time, and I do not use pcp.
Breakpoints are stored in the project, if you save it, but overwriting that will not automatically reload them. There would be a question dialog. So you can even debug a Lazarus instance, which is debugging another Laz instance, and all with one pcp.
If you want to make changes to the config, because you debug an issue that only occurs with those changes, then I recommend making a temporary copy of your config and use pcp. the temp copy will have all the correct paths and packages to start with. Once done debugging discard it.