this is an old thread… but faced this problem lately and this was the only thread I found describing the right solution. To recap:
1- cook project from standard UE editor
2- once cooked, close editor
3- download source from github
4- follow instruction to build engine from source (plenty of tutorials out there)
5- as stated above, ensure to build engine in “debug” configuration (no “debug game”, no “debug editor”) from Visual Studio
6- set your project as default (right click on your project name from solution explorer > set as startup project)
7- run debugger from VS (F5)
symbols will be loaded and you’ll be able to set breakpoint on engine source too
hope it helps someone