DEBUG/_DEBUG should be defined in VS already.
Remove the #define DEBUG in your code. Set preprocessors in the build configuration for that specific build.
The reason it prints “Mode=Debug” is because of your #define and then skips the elif.
The right way to check is:
#if DEBUG
Console.WriteLine("Mode=Debug");
#else
Console.WriteLine("Mode=Release");
#endif
Don’t check for RELEASE.