Because of the caching done by Symfony those breakpoints are never reached because that code is not executed. In order to overcome this issue the app_dev.php should be changed.
Source: https://www.adayinthelifeof.nl/2014/12/31/debugging-symfony-components/
// CHANGE: Change from bootstrap.php.cache to autoload.phpA more complex solution can be found here:
$loader = require_once __DIR__.'/../app/autoload.php';
Debug::enable();
require_once __DIR__.'/../app/AppKernel.php';
$kernel = new AppKernel('dev', true);
// CHANGE: Comment the next line to disable cache loading
//$kernel->loadClassCache();
$request = Request::createFromGlobals();
https://gist.github.com/johnkary/601b4071a4b923b22ac2
I wrote on how to use Notepad++ with XDebug on this post.