[Rd] Why does INT 3 (opcode 0xCC) SIGTRAP break to debugger (gdb) in Rgui.exe and Rterm.exe but NOT in R.exe on Windows (64 bit)?

I am developing a package to improve the debugging of Rcpp (C++) and SEXP based C code in gdb by providing convenience print, subset and other functions: https://github.com/aryoda/R_CppDebugHelper I also want to solve the Windows-only problem that you can break into the debugger from R only via

[Rd] Windows check problems.

The thread starting with this message: https://stat.ethz.ch/pipermail/r-package-devel/2019q4/004745.html described problems Rich Heiberger was having with package checking on Windows. It appeared that during the tests of examples, an old version of the package was loaded but the new tests wer