To enable debugging for DevExpress scripts, add the setting below to the app.config file.
With debugging enabled for XtraReportScripts, run the LIVE report as you would normally do. When you click to bring up the executed report, you would hit a breakpoint as shown below. At this point, scroll to the code where you want to set the breakpoint. That is it!
Note, if the report has sub-reports, you would hit a breakpoint for each sub-report.
Here's a link for more information.