There is not the BREAK key in new Lenovo Thinkpads laptops.
There is not even the PAUSE key.
On older machines, BREAK key was obtained with CTRL-PAUSE
In Lenovo Thinkpad T540p, with italian keyboard, i can get PAUSE with FN-P and BREAK with CTRL-FN-P
Apparently, this is not consistent with other Lenovo Laptops, where you can get BREAK with FN-ALT-B
here is a source: