VB won’t let you save a breakpoint when you have a lengthy debugging session. Use Debug.Assert to create persistent breakpoints that trigger when you are in the environment, but not in the compiled program. Just insert “Debug.Assert False” where you want the breakpoint.
This technique is also useful to ensure different branches of the code are debugged. When coding, insert these persistent breakpoints in every section of the code you know needs to be tested by stepping through it, and delete the breakpoints once you have verified that the section works as intended.