I would recommend looking at what parameters are specified for the build on the command line and adding or modifying the relevant ones in the project settings in CodeWarrior. The place to do that is in the Symbian Compiler panel.
I've checked all options of compilation and linking, and everything is the same.
The only differece I found is in the paths. CodeWarrior uses full paths, including a drive specifier (eg: c:\....), whereas the SDK make files use relative paths, or at least don't use a drive specifier.
It seems like GDB simply can't handle DOS sytyle full paths, which contain a drive letter and the ":".
Is there a way to fix this in GDB, or make CodeWarrior use relative paths??