When deleting a break event you have set, first open the Events panel by selecting [View] menu >> [Event]. After selecting the break event (execution-related) displayed in the detailed information on the combination break in the Events panel, click ( ) button on the toolbar to delete it (see 2.17.5 Deleting events).
Each break event (execution-related) can also be deleted by clicking on the event mark on the source or disassembled text.