Cannot step into .NET framework source code

and have a .NET 4.5.2 project

The version number is your problem. It is a general problem with the Reference Source, Microsoft does not keep it updated well enough to supply source for new framework versions. And more troubling, for security and stability updates. The guys that worked on this are well aware of this problem, they noted this as an issue in their presentation but it has currently, and always had, the status of a // todo item.

It is something you can visualize, first delete System.pdb from your symbol cache (the one in MicrosoftPublicSymbols). Then start debugging your test program, the debugger will retrieve a new PDB from the server. Use Debug > Windows > Modules, right-click System.dll and select "Symbol Load Information". On my machine that looks like:

C:\projects2\ConsoleApplication407\bin\Debug\System.pdb: Cannot find or open the PDB file.
C:\Windows\Microsoft.Net\assembly\GAC_MSIL\System\v4.0_4.0.0.0__b77a5c561934e089\System.pdb: Cannot find or open the PDB file.
C:\Windows\System.pdb: Cannot find or open the PDB file.
C:\Windows\symbols\dll\System.pdb: Cannot find or open the PDB file.
C:\Windows\dll\System.pdb: Cannot find or open the PDB file.
C:\temp\symbols\System.pdb\c464b02c2bf04080adcad166dc729c151\System.pdb: Cannot find or open the PDB file.
C:\temp\symbols\MicrosoftPublicSymbols\System.pdb\c464b02c2bf04080adcad166dc729c151\System.pdb: Cannot find or open the PDB file.
SYMSRV:  C:\temp\symbols\System.pdb\C464B02C2BF04080ADCAD166DC729C151\System.pdb not found
SYMSRV:  http://referencesource.microsoft.com/symbols/System.pdb/C464B02C2BF04080ADCAD166DC729C151/System.pdb not found
http://referencesource.microsoft.com/symbols: Symbols not found on symbol server.
SYMSRV:  System.pdb from http://msdl.microsoft.com/download/symbols: 96985 bytes 
http://msdl.microsoft.com/download/symbols: Symbols downloaded from symbol server.
C:\temp\symbols\System.pdb\C464B02C2BF04080ADCAD166DC729C151\System.pdb: Symbols loaded.

You can see it searching for the PDB in the normal locations and not finding it. Then contacting the SYMSRV. It first goes to http://referencesource.microsoft.com, as it should, but that server says "not found". And you'll get the copy from the regular msdl server, the stripped one that doesn't have the necessary file + line number debugging info.

There is no clean fix for this, you'd have to downgrade your machine again to the reference source version. Something I cannot do, using Windows 8.1. And should not do, I use VS2013. Redgate's Reflector is an alternative.

I created a UserVoice item for this, it needs a lot more votes.

Update: the Reference Source is now updated to 4.5.2 (March 2015)

JetBrains DotPeek (currently version 1.2) has a very nice feature which lets you not only generate pdbs but also to serve those pdbs locally through a built in Symbol Server to provide symbols to Visual Studio when you're debugging. Obviously the source code is decompiled code rather than the actual source but it can be very helpful none the less for those times when the normal MS symbol servers aren't giving you the pdbs you need.

Information about the symbol server feature can be found on their website.