Cmake apparently ignoring CMAKE_BUILD_TYPE?

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So I'm using CMake for a project. It consists of a set of shared libraries linked to one executable. All are generated in the project (there are no external targets). Each sub project lives in its own directory, with its own cmakelists file.

So I make an out-of-source build, taking care to set CMAKE_BUILD_TYPE to Debug, and run cmake, and then make. I use GNU make 3.81, GCC 4.8.1, binutils 2.23.2 and CMake 3.2.3 on a Windows box using MSYS/MINGW.

The problem is that, when I load this executable in gdb (version 7.6), place a breakpoint on a function from one of the shared libraries, and then try to single step, gdb skips the whole function saying it has no line number information.

According to my understanding, line number information is a part of the debugging information, so I expected this to be generated during the compiling process (as per the CMAKE_BUILD_TYPE) which it didn't, so I would like to know how I can get CMake to generate this line number information properly (that is, without manually adding compiler-specific options in the cmake files, although I would take that if it's the only solution).

I've tried setting CMAKE_BUILD_TYPE from the command line (when invoking the cmake utility), inside the cmakelists, and even by modifying the CMakeCache.txt, and restarting the build from an empty directory with no success. I then made sure that CMAKE_BUILD_TYPE was effectively set to Debug by using the MESSAGE command to print it's value, and it was correctly set to Debug. So then I executed 'make VERBOSE=1' to see if the correct compiler option was added, and found it correctly used the "-g" option (although I would have expected -ggdb, but more on this later). The cmake documentation and Google did not bring me any answers. My hypothesis is that the -g option only generates basic debugging information (such as the mappings between functions and their memory addresses, and how to access their arguments) whereas -ggdb would generate more in-detail debugging information in a gdb-specific format, including said line number informations), but a troubling fact is that, when running the executable in gdb, functions defined inside the executable do have line number information, only the shared libraries don't, hence my confusion.

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