Hmm, I tried with revision 2264 and it seems to always skip the first breakpoint that control reaches in the Code::Blocks source. If you put a breakpoint on the very next line it breaks there, but it doesn't seem to matter which function, or where in the function, you put the first breakpoint, it is still skipped. It doesn't do it for other projects, though.
I'll give the wxWidgets new project one a go in a little while and see if it seg faults.