Currently (as of 2021) you cannot accomplish this in Java in a way as convenient as DebugBreak is in C#.
The best you can do in Java is throw a custom runtime exception (say, class DebugBreakException extends RuntimeException) and pray that you have also remembered to add an "exception breakpoint" which breaks whenever this exception is thrown, even if the exception is handled.
Immediately after your code throws this exception, it catches it and dumps a message saying that this particular exception occurred.
If this message ever appears in the log, and yet your debugger did not break, then you know you forgot to add the necessary "exception breakpoint." (In other words, you have to pray that if this message ever gets logged, it will be noticed by someone.)
You can also be extra smart about it and add some code which checks how many milliseconds have elapsed from the moment the exception was thrown until it was caught; if more than, say, 10 milliseconds elapsed, then most probably there was a break into the debugger, so the logging of the message can be skipped. If the exception was caught within fewer than 10 milliseconds, then the debugger probably did not break, so you can proceed with logging the message.
It goes without saying that besides simply logging a message you can try to take as many additional measures as you can, like produce a beep, turn on a lamp, send an email to yourself, bang a gong, fry a motherboard, whatever it takes.