Missing GDB debug info for MEX-files compiled with MinGW64

I'm trying to debug a MEX-file using GDB with the MinGW64 (from the MATLAB Support for MinGW-w64 C/C++ Compiler version 19.1.0). The code is compiled using the MATLAB mex command with the -g option. I'm using MATLAB 2019a.

I get the MATLAB PID with the command

feature('getpid')

then I run gdb (C:\ProgramData\MATLAB\SupportPackages\R2019a\3P.instrset\mingw_w64.instrset\bin\gdb.exe).

I enter options in GDB and attach the process

handle SIGSEGV nostop
attach 6492

Then I run the degugging:

cont

Finally, I get this message from GDB:

No debug info for C:\Users\... COMPLETE PATH ...\Mex.mexw64

Specifying symbol file in GDB does not solve the problem:

symbol-file "C:\\Users\\ ... COMPLETE PATH ... \\Mex.mexw64"