Debugging unmanaged DLL called from managed C#

[C# Programming]

I've got simple console C# project that calls unmanaged DLL with Interop. I need to step into native DLL function either from C# or debug native DLL and break in C++ debugger.

I set up Enable unmanaged code debugging in C# console.
The DLL function is called correctly, e.g. it prints the message to console.

But as I run DLL with F5 and it invokes C# console, the break points do not work.
Nor can I step into DLL unmanaged code from C# console

????????