When debugging on a multi-server SharePoint farm, with Visual Studio on the app-server, then add AAM mapping for the app-server to the web-application to debug, otherwise VS can't attach to the local w3wp process.
For example, to debug the web-app hosted on
If the breakpoints have yellow warning triangles, then VS could not load the correct code to the w3wp processes attached to the debugger. Solve by rebuild and deploy to get the latest bits into the  hive and GAC. Note that you can’t activate WSPs on deploy in a multi-server farm, set the "Active Deployment Configuration" to “no activation” in Visual Studio project properties. If VS still can’t deploy the WSP, then use powershell to first Add-SPSolution and then Install-SPSolution across the farm.
Validate the WSP deployment status in “Manage farm solutions” in Central Admin first, and make sure that your feature is activated in the site or subsite you try to debug.
Happy debugging :)