Yes this was the issue : after having changed the permission to executable, there is no error any more and entrypoint-torizon.sh gets executed.
However, there is still an issue : even though system-udevd and ueyesbdrc are running in my debug container (ps -A), the camera does not get recognized.
In the mean time I solve the issue by calling the commands from within my C code
system("sudo sh -c \"/lib/systemd/systemd-udevd -d && sleep 3 && /etc/init.d/ueyeusbdrc start\"");
The key point was to call the command with sudo sh -c. Otherwise it does not work.
Translating that to targetfiles, I guess the following should work (I did not try yet)
ENTRYPOINT sudo sh -c "/home/torizon/entrypoint-torizon.sh" && stdbuf -oL -eL gdbserver 0.0.0.0:6502 /#%application.appname%#/#%application.exename%# #%application.appargs%#