Hello Fabian,
just settings a break point and calling the procedure is not enough. You have to create a debug configuration for your procedure (Debug Design-Time and Catalog Procedures - SAP HANA Developer Guide for SAP HANA Studio - SAP Library).
And of course you need the DEBUG privilege (Setup Debugger Privileges - SAP HANA Developer Guide for SAP HANA Studio - SAP Library), but I think you know this.
Regards,
Florian