I am writing the detail below on how you can hit BP at Application_Start() in Global.asax.cs:

First you can write Debugger.Break() code in your Application_Start() as below:



Now please open your Role Properties > Web and select
1.Use Visual Studio Development Server settings (I have chosen as shown in image below)
2.Use Local IIS Web Server



Now debug your application and you will see a message as below to debug W3WP.EXE process:




Select Debug option above and then you will see BS JIT Debugger Windows as below:




Once you accept VS JIT debugger launch process, you will see the PB hit in your Applicaton_start() as below:




That's it!!