lldb have a strange behavior of not searching for .pdb files which are along the corresponding binary. For example, this .pdb file placement is totally ignored by lldb:

So, we need to manually do target symbols add binary.pdb to each binary, which is makes the whole debugging undoable in complex programs

Since we can't have something like .gnu_debuglink, lldb should do the work by itself searching the .pdb files in the binary path, like WinDBG do.