Reading symbols from ./build/main.elf...(no debugging symbols found)...done.

(gdb) target extended-remote :3333

Remote debugging using :3333

0x00008055 in ?? ()

(gdb) monitor reset halt

target halted due to debug-request, pc: 0x00008055

(gdb) load

Loading section SSEG, size 0x1 lma 0x1

Loading section HOME, size 0x7 lma 0x8000

Loading section GSINIT, size 0x1a lma 0x8007

Loading section GSFINAL, size 0x3 lma 0x8021

Loading section CONST, size 0xc lma 0x8024

Loading section CODE, size 0x5d5 lma 0x8030

Start address 0x8007, load size 1542

Transfer rate: 7 KB/sec, 257 bytes/write.

(gdb) set $pc=0x8000

(gdb) break main

Function "main" not defined.

Make breakpoint pending on future shared library load? (y or [n])

I had the same error. I’m writing code for STM8 and using OpenOCD together with GDB for debugging.
Even if I use this command:
$(FLASHER) -c stlinkv2 -p $(MCU) -s flash -w $(OUTPUT_DIR)/main.hex
or even when I use main.ihx I still get the same error.
But when I use the .elf file, debugging through GDB works successfully.

$(FLASHER) -c stlinkv2 -p $(MCU) -w $(OUTPUT_DIR)/main.elf

Below are the commands I run in GDB.

first flash it

$(FLASHER) -c stlinkv2 -p $(MCU) -w $(OUTPUT_DIR)/main.elf

run opencd

openocd -f interface/stlink.cfg -f target/stm8s.cfg

stm8-gdb ./build/main.elf

(gdb) target extended-remote :3333

(gdb) monitor reset halt 

(gdb) load

(gdb) set $pc=0x8000 

(gdb) continue  

(gdb) info locals

(gdb) next