The closest I can describe is to use the Find Ad shortcut (Command + B or CTRL + B), for which you need to highlight break instead.
If you are in a method that returns void , it will take you to the outermost bracket that will be broken. In some cases, return methods instead indicate a return statement, which makes this function not completely reliable.
As long as this correctly shows you which cycle it breaks out, as far as I know, in vanilla IntelliJ there is nothing that does what you describe out of the box.
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