I set debugger to Native Only, solution configurations is Debug but New Data Breakpoint... option is still greyed out and I can\'t use it. Can anyone prompt me what else I need
Make sure active project debugger setting is "Native Only".
Start the debugging with another ordinary breakpoint, then you can see "New Data Breakpoint" is clickable. (In other words, you must be inside debug mode to be able to create a data break point.)