As you probably see, VS gives you “Source information is missing from the debug information for this module” even thought you do have symbols installed. Here is a solution.
Its quite simple but long operation, all you have to do is to build unreal engine from source (you can use this tutorial: https://youtu.be/wGq-XK8mffg).
And then right click on your project → Select version → select the source built, and regenerate visual studio files. Now you can debug the engine inside packaged projects. (Select DebugGame configuration in a visual studio for that).
By the way for your source build of the engine just leave the default configuration, i personally did not change it.
And thats all you have to do! I spent days suffering, hope I saved your time.