I've struggled with this myself for a while during the betas of "AX7". Sometimes, symbols aren't loaded for your code and your breakpoints aren't hit. It's clear that the Dynamics 365 option "Only load symbols for your solution" has something to do with it, but still there's strange behavior. It took me a few years at Microsoft for someone to explain the exact logic there. Since I've been sitting on this knowledge for a while and I've recently ran into some customer calls where debugging trouble was brought up, I realized it's overdue for me to share this knowledge.
Summary: it's in fact a feature, not a bug. But I would like to see this behavior changed assuming we don't introduce performance regressions.
There's a piece of compiler background information that is not well understood which is actually at the root of this problem. We all know there are two ways to compile your code: from the Dynamics 365 "Full build" menu, or from the project. The project build, if you right-click on your project, has two options: build and rebuild. Now, the "rebuild" feature does NOT do the same thing as the full build menu - and that is the crux of the issue here. Both build and rebuild from the project only compile the objects in your project. Rebuild will force a build of everything in your project but not the whole package it belongs to. To do this, our Visual Studio tools and the compiler make good use of netmodules for .NET assemblies. Think of a netmodule as a sub-assembly of an assembly, I guess.
Now, the point is this. The "load symbols only for your solution" option only loads the symbols of the binaries for the objects in your project - aka the netmodules. So when you do a full build from the Dynamics 365 menu, you actually HAVE NO symbols only for the objects in your project (only the full binary of the package). And as a result after doing a full build and debugging with the "symbols for solution only" option turned on, your breakpoints will NOT be hit due to the symbols not having loaded.
I think we should change this option to work more like "load symbols for the packages containing your solution's objects" or something to that effect. We'll have to see if that affects the performance for large packages in a significant way, since it will now load all the symbols for that package. That is ultimately why this feature was introduced (see? it's a feature!). Worst case we may need a new option so you can use the old behavior or the more inclusive behavior...
I'd love to hear your thoughts on this, here or on Twitter @JorisdG.