I posted the question on Xcode mailing list and someone from Apple gave me some useful information.
Here is his answer, the interesting part is there:
The other thing to note is that among the things the "strip" tool removes from a binary is the debug map. So you have to be careful in your build process that you don't strip any of the build products until AFTER you make the dSYM. If you don't get that right then you will have some parts of your executable that will not have any debug info.
I tried to not strip the static library and it does the trick.
Kevin