1. Make sure your debuginfo files are part of LD_LIBRARY_PATH.

To do this, either
a) add the path where you stored the .debug files to your LD_LIBRARY_PATH environment variable, e.g.:

$ export LD_LIBRARY_PATH=/opt/STM/STLinux-2.3/devkit/sh4_uclibc/target/usr/lib/debug:/opt/STM/STLinux-2.3/devkit/sh4_uclibc/bin/../lib:/opt/STM/STMCR1.5.0/lib:/opt/STM/STLinux-2.3/devkit/sh4_uclibc/bin/../../../host/stmc/lib

Then restart gdb.

OR
b) start gdb and set the LD_LIBRARY_PATH from within gdb:

(gdb) set env LD_LIBRARY_PATH […]