This is what I get even when I run in the Debug configuration:
The way I got this to show was by enabling "Just My Code" and warn if there
If none of mentioned solutions has helped, check your project's AssemblyInfo.cs for explicit DebuggableAttribute application. It seems like it overrides compiler's debug/release options.
I had this line in the file in my case (legacy project, no idea how it got there). Deleting it solved the problem:
[assembly: System.Diagnostics.Debuggable(System.Diagnostics.DebuggableAttribute.DebuggingModes.IgnoreSymbolStoreSequencePoints)]