That's how your build settings for both release and debug configuration should look like:
- Generate Debug Symbols → Yes
- Debug Information... → DWARF with DSYM
- Deployment Postprocessing → YES
- Strip Linked Product... → No
- Strip Debug... → No
If there's still no luck, try check the Report Navigator.
The point is, dSYM file may be generated in another location, or not generated at all.
In my case, the dSYM file has not been generated, and there hasn't been a corresponding line that goes like "Generate Appname.dSYM ...in {path}"
But there's been Fabric installed, and it logged the fact of the dSYM file's absence:

Just filer the Report Navigator by "dSYM".
If dSYM is not generated in appropriate folder
Check environment variables, especially DWARF_DSYM_FOLDER_PATH
and DWARF_DSYM_FILE_NAME
.
To embed the dSYM within the app bundle, just set DWARF_DSYM_FOLDER_PATH
to $(CONFIGURATION_BUILD_DIR)/$(EXECUTABLE_FOLDER_PATH)
and DWARF_DSYM_FILE_NAME
to $(EXECUTABLE_NAME).dSYM
Now the build should create dSYM for your target
