Ok. Long answer:
Hardware breakpoints are usually set by writing to some special CPU registers. This is done by gdb. If gdb dies, it can left those installed in CPU.
I guess your implementation (of gdb) does not either clear or examine those, when it connects to your target.
To locate them, you would need to list the contents of hardware breakpoints registers on your CPU (don't know how to do this on STM32). Workaround would be (informed guess) be this: set few HW breakpoints (typically there are only a few, seldom more than 8) using gdb, then remove all of them. This should overwrite and then clean those hw registers. Once you do set those breakpoints (before removing them), do "continue" (just in case, as gdb sets breakpoints only at that time).