But even better, I could shift the signal handler code into the debugger initialization file .perldb. Then I do not have to modify the original source code. Works great!

This is the content of file .perldb (place it in the current or in the home directory):

sub afterinit 
{
    $::SIG{'__WARN__'} = sub {
        my $warning = shift;
        if ( $warning =~ m{\s at \s \S+ \s line \s \d+ \. $}xms ) {
            $DB::single = 1;    # debugger stops here automatically
        }
        warn $warning;
    };
    print "sigwarn handler installed!\n";
    return;
}
[download]

Addition
... and under Windows save it to file perldb.ini in your %HOMEDRIVE%%HOMEPATH% directory.

Then make sure to set the file attributes to read-only. That way it is safe and the debugger is happy.

With Strawberry Perl 5.26.2 (Windows 7) I got some complaints about unknown terminal window size when starting the debugger.

Unable to get Terminal Size. The Win32 GetConsoleScreenBufferInfo call
+ didn't work. The COLUMNS and LINES environment variables didn't work
+. at C:/Strawberry/perl/vendor/lib/Term/ReadLine/readline.pm line 410
+.
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These lines in sub afterinit take care of it:

    my ($cols, $lines) = split ' ', (grep { m{^\s*\d+\s+\d+\s}xms } `p
+owershell -command "&{\$H=get-host;\$H.ui.rawui.WindowSize;}"`)[0];
    $ENV{'COLUMNS'} = $cols;
    $ENV{'LINES'} = $lines;
    print "COLUMNS and LINES are set ($cols,$lines).\n";
[download]

Powershell is used here to get the console property WindowSize. Then the environment variables COLUMNS and LINES are locally set and the readline.pm module is happy.