CLion doesn't support mixed mode debugging allowing to jump between Python and native code.
You need to use the native debugger (GDB or LLDB), and debug the python interpreter process that loads your script and runs the test case. You can achieve that by either attaching to a running python process, or by creating a run configuration that would launch the interpreter with proper command line arguments.
The key point in both cases is to use CLion's own facilities for debugging native applications, not those provided as part of the bundled Python support.
Attaching to a running process with GDB/LLDB
When attaching to an already running process you may find two entries corresponding to the process: one allowing to attach using the Python debugger (the one you use to step through your Python scripts), and another one allowing to attach using the native debugger.

Launching the interpreter with GDB/LLDB
If you know the exact python interpreter command line that would invoke your test script, you may find this setup more convenient for frequent edit/debug iterations. It isn't very straightforward, but it's described in details on the Custom build targets and applications help article.
In a nutshell the way you do that is by creating a "Custom Build Target" that would trigger rebuilding of your native extension (probably by calling pip install -e), and then creating a new "Custom Build Application" run configuration with a path to the python interpreter set as the executable.

After doing that, you may debug the run configuration as usual, and it will use the native debugger from the toolchain selected for the custom build target.