From this post I got this:
For debugging a button click without setting breakpoints:
Start the app with the debugger.
Get to the state immediately before the intended click.
Go back to the debugger and press Pause then F11 (Step Into) -- nothing will happen.
Go to the app and press the button -- the debugger should take over and drop you into the event handler.
Please reset your VS settings, and then debug it again. I just use a simple Winform app in my side:
It works well using the following steps:
(1)Debug the app(F5).
(2)Click "Ctrl+Alt+Break", I will get the result like the following screen shot.
(3)Click F11(Step Into).
(4)Click the button1, it will hit a breakpoint in the button1 click event, and then using F11 step into. The same steps as the button2 event.
I just use the default VS settings with the latest VS2015 Enterprise version 14.0.25431.01 update 3. So you could test it using the above simple sample, it still has this issue in your side, maybe we could think about the VS settings and the VS setup.