As you mentioned, it seems that DYLD_* variables have been disabled (they are ignored) since El Capitan because of a new feature called System Integrity Protection (SIP). According to Apple Developer website, debugging can be happily performed only by Xcode (although I haven't tried it yet). What about Qt? Will 5.5.1 or 5.6 allow debugging on El Cap with SIP?
I read on another page SIP can be disabled in Recovery mode. Anyway, I am not keen at hacking my own system... the alternative is to wait for the next version of Qt and hope for a solution. Unsure what to do for now, in the meanwhile I am stuck! Grrr
UPDATE: I ended up disabling SIP following the following step:
Enter Recovery mode (Cmd+R on startup)
csrutil disable; reboot
Now debugging went back to normality!
My only doubt is that when i do csrutil status, I receive the following message: