Set breakpoint in imported python module in vs code
You need to import the folder containing the source code of the imported module into the project, using file -> add folder to workspace. In my case this was /Users/robinl/anaconda3/lib/python3.6/site-packages/great_expectations/
Within VS code, you can then navigate to the file you want to debug and set a breakpoint by clicking to the left of the code as normal.
Marvin's suggestion appears to be sufficient:
add a launch configuration
"justMyCode":false
. See code.visualstudio.com/docs/python/debugging#_justmycode