Recently I discovered that a natvis file embedded in a PDB is really a special case of a more general concept - injecting arbitrary source code into a PDB.

DIA even supports an interface (IDiaEnumInjectedSources) that can find all the injected sources in a PDB.  Indeed, if you embed a natvis file, DIA will return the natvis file as an injected source.

What happens if we embed actual source code?  Could we embed generated source files so that the debugger could actually break on them?

There's no documentation about this, and even cl + link can't do this, but if we can figure out how to do it it would be pretty cool (assuming it is even possible and the debuggers support it).