If I open the script and set a breakpoint, it is ignored. In fact, if I close and re-open the script, the breakpoint is no longer there.
Even "Stop" commands do not cause it to break.
If I put a break point on the containing Data Flow Task in the Control Flow diagram, it stops, but when I try to step into it, I get the error message: "Unable to step. Not implemented"
You can't, i think is a limitation of SSIS.
For me the best way to "Debug" a Data flow script task is instead of setting up breakpoints, place msgboxes..