There are two possible ways this can fail.
(1) lldb can't find debug information at all.
(2) lldb can find debug information but can't find the actual source files.
You can distinguish these cases by looking at a backtrace through code that should have debug information. If lldb shows no line numbers in the backtrace, then you are in the first case. If you see line numbers but no source, you are in the latter case.
Taking these in order:
1) Finding debug information:
It looks like your build line is instructing bazel to generate a dSYM, which should allow you to debug the binary.
The command:
(lldb) image list
will list both the binary and the dSYM if lldb has found it. Check that to see if lldb has found your dSYM.
If the dSYM isn't getting found automatically, you can find it in the file system and then do:
(lldb) add-dsym
to get lldb to read it in by hand. If that works but you still don't see source information, then the dSYM must have been built incorrectly and not have all the info it should have. You'll probably need to consult some bezel experts to solve that problem...
You can see more details about how debug symbols are handled on macOS here:
http://lldb.llvm.org/symbols.html
2) Source information but no source files:
If lldb sees the debug info but not the source, then you will need to use the source-map
setting to tell lldb where they are. That is described, for instance, in this answer:
Attaching sources to a binary dylib in Xcode