Thanks for sending us the screenshot (we removed it for privacy). It looks like VisualGDB is initialized correctly, so the problem is likely caused by something else.
Please try the latest development build: VisualGDB-5.5.8.3770.msi
If the problem still persists, please try checking if there is a specific project type that triggers the problem. If yes, please share the steps to reproduce it from scratch (i.e. from creating a new project) and we should be able to fix it.