There are several debugging threads linked from the FAQ post
. They mostly deal with debugging trading systems, which it seems like you already have working, but they might still be helpful.
Attaching VS to the RE process seems to allow me to debug using VS with uncompiled indicators / strategies, but it doesn't work with this compiled DLL.
Actually RightEdge compiles your strategy into a DLL before running it, so in both situations you are working with a compiled DLL.
Once you have attached to the RightEdge process, what do the breakpoints in your code look like? Normally there will be a filled brownish/reddish circle to the left of the line with the breakpoint. If this is the case after you've attached to the process, then the breakpoint is working, and if it doesn't stop there it's most likely because that code is never being run. The circle may also turn into a hollow circle with a small exclamation mark by it. This means that the breakpoint won't be hit, probably because the DLL hasn't been loaded, or because Visual Studio doesn't have the debugging information for the DLL.
To get more information, open the Modules window (Debug->Windows->Modules). This will list each DLL loaded in the process, where it was loaded from, and whether debugging symbols were loaded for that process (which is what enables you to debug in VS).
Hopefully this will help you get the debugging working. Let us know if you need further help.