Thanks for the update. The break-in dialog does not always indicate a problem. It simply means that the gdb stub (i.e. OpenOCD) is taking some time to communicate to the hardware and wait for it to stop (in the previous version that branch was never taken due to a bug on our side).
The “deprecated” message is related to the internal OpenOCD script names and can be ignored. We will update our interface description files accordingly in one of the next releases of the OpenOCD package.
Indeed, the new build fully enables the on-demand loading, so Visual Studio startup will no longer be slowed down by VisualGDB. It will only initialize itself when running a wizard, clicking on a VisualGDB-related menu command, or opening a VisualGDB-related project.