From time to time I lose breakpoint functionality in Delphi.
I thought this to be a Delphi 2009 issue but now I have also it in Delphi XE.
In Delphi 2009 by
If the file you're trying to set breakpoints in is part of a DLL, you need to make that DLL active by double-clicking on it in Project Manager so it turns bold, and then build it. Then the blue circles will show up next to lines where you're allowed to set breakpoints.
Try remote debugging to your local PC.
Why it works: (source)
When you debug Delphi projects locally, RAD Studio does not use your RSM debug file because the compiler holds the symbol tables in memory. However, when you debug Delphi projects remotely, you must generate an RSM debug file that contains those symbol tables; otherwise, RAD Studio does not stop at your breakpoints.
Of course, you must first configure your project's "Linking" option "Map file" to "Detailed" to generate the *.rsm file. See Overview of Remote Debugging for how to get started.
Bit late answer but I stumbled on this problem too.
If I activated the MyPackage.bpl (bold) in the project manager with the debug configuration, then compiled it, I could see the IDE registered the debug information (blue dots on left of editor).
But when I activated my MainProject.exe (the one using MyPackage.bpl), those blue dots would disappear, indicating that the debug information is no longer present. After some head scratching, I realized that I did set up a dependency (right click on MainProject.exe -> Dependencies) on the Release configuration of MyPackage.bpl and not on the Debug configuration.
Each time I compiled MyProject.exe, it would link with the Release configuration, not the debug configuration!
So check your dependency configurations!
I had MSBuild checked under Delphi Compile (we do MS Builds). That was preventing breakpoints from working. Unchecked and it works.
Although this is an old question I can confirm that this is still an issue in the current version of Delphi 10.3 Rio.
The answer above regarding line endings
https://stackoverflow.com/a/53360447/6445054
Solved the issue for me I had imported some very old Delphi code which had CR line endings in a couple of places, as soon as I started moving code around the debugging broke completely.
The option to turn line endings on has moved slightly in Rio it's now ( Tools - Options - Editor - Source - Show line breaks).
Turning on remote debugging symbols did it for me (nothing else worked). Project > Options > Linking and check Include remote debug symbols.