Okay, after a problem with Visual Studio, I decided to switch over to using Rider (as suggested by a user on the Unreal Engine Forums).
This works around that problem, but using Rider, breakpoints are not triggered, when they should be.
Below, are the breakpoints that have been set in my Player-character's class constructor:
They remain the same colour when the solution is running (loading into the UE4-editor).
Playing the game in the editor (via PIE), would not cause the breakpoints to trigger, even though this is the class used for the Player-character (an instance of which, is spawned when play starts on the map/level).
Rider is loading the UE4-editor, with the DebugGame Editor | Win64 solution configuration. The version of Jetbrains Rider that is being used is 2022.1.*
Please let me know how I can resolve this issue. If there are any further details that you would require to help with this, let me know about that too and I will be happy to provide them.