Hi Josep,
> "without the debug data being placed in internal Flash"
Embedded Debugging is different from host/linux debugging :-).
I recommend that you have a read at Debug vs. Release? | MCU on Eclipse
The debugger data (or debugger information) is never placed in the internal flash. All the debug information remains on the host PC. Only the code itself is downloaded to the target.
I hope this helps,
Erich