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
In my case, I was developing a VSTO plugin for Outlook, and Outlook was accidentally loading the Release version of the DLL file that I recently installed while testing my installer.
It looks like Visual Studio was trying to use that DLL instead of the Debug one I expected. Fixing which DLL file is being loaded by Outlook fixed this for me.