When you close a VB IDE session, VB saves the code but doesn’t save the current set of breakpoints. If you need (non-conditional) breakpoints to persist among sessions, don’t use the F9 key. Instead, use the following statement
Debug.Assert False
The above code will always stop the execution flow when the program is running in interpreted mode, but has no effect when you then compile to an executable file. Exactly as real breakpoints do.