How is the octave debugger used?

Take a look at the Debugging section of the Octave manual.

For your case, you should place debug_on_warning (1) at the top of your script so it stops when the warning happens and drops you in debug mode. Then type dbwhere to find out where you are.

An alternative, that's the way I do it, leave the command keyboard in certain areas where you think the problem may be. Then use dbstep to evaluate your script line by line.

Solution for setting a breakpoint in octave

Set breakpoint in file myOctaveCode.m in line 18

dbstop myOctaveCode 18

Call function

myOctaveCode

Debugger stops

stopped in /.../myOctaveCode.m at line 18
...

Now I can use the debugger

debug> who

Variables in the current scope:
... 

When calling dbstep I will jump to the next line

debug> dbstep

Documentation: https://octave.org/doc/v4.4.1/Debug-Mode.html#Debug-Mode

Remark

My answer just fits to the question's title. It's not an exact answer for the question. But I hope it might help others who stumble upon that question while searching for general octave debugging hints. So please do not vote me down.