As I’ve mentioned, my project has a complicated structure and it appears that VisualGDB can’t handle it properly. I’d need to create mk files for VisualGDB manually, it seems, and that’s way more work than I’m willing to put into it.
I’m using a physical device connected via network. VisualGDB is being run in a Windows 8.1 VM. I’ll try to provide more information later today when I have time to experiment with it.