I have exactly the same problem here, but on macOS. We use conan to bundle our dependent libraries (VTK, opencv, ...) and obviously each libraries have an independent path which is, of course, not /usr/lib. This require us to set DYLD_FALLBACK_LIBRARY_PATH for each library to allow the executable to run (using linker RPATH is not an option since conan libraries can be installed virtually anywhere). Our cmake generate the correct script that set the variable for us, but we fall in the described problem here, as, even if setting a custom executable allow us to launch the application, we cannot debug it since the debugger seems to attach to the shell that execute the script rather than the launched application. Setting DYLD_FALLBACK_LIBRARY_PATH as an environment modifier inside the run environment is not doable because the run environment is the same for debug and release build (and the dependent libraries are not, so different paths !). Furthermore, it is just really painful to set it for all dependent libraries...
So if someone have a solution to attach the debugger to a custom executable that is a script, or to use an external script to generate the run environment, we will be glad ;)