VSCode always shows whole call stack, though.
I rechecked and seems that I lied: breaking inside internal functions works for me. I don’t remember how and when I made it work, but most possibly I just created junction links to source directories that vscode tries to look into. Like that:
For you it may be different:
mklink /J "D:\Build\++UE4\Sync\Source" "C:\Program Files\Epic Games\UE_4.25\Engine\Source"