It is a bit unspecific but you do the right things.
a) Check that all dll are build in debug mode, all actual pdb are in the app directory. Set the output dir of the dlls to the app directory
b) Check that the app has the app directory as startup directory (setting of the project) and the dll from that directory are used. In some cases dlls from other pathes get used when they are in the search path.
c) Delete all your unused project dlls
in other directories. But only these!!!
d) Use a more modern version of Visual Studio.
e) Use the famous and mighty Dependency Walker
which is your best friend in "dll hell".