The debug problem is a little bit difficult i know 
The breakpoint needs to be set inside the real path in the container.
Here an small example from my Redfish package.
I want to set a breakpoint inside the “redfish_processors.py” file.
The problem here is VSCode sees this file with the path.
This will not work as this file is not called any time if i do a “cmk --debug -vvn HOSTNAME”.
Solution.
Inside your integrated terminal
Inside this file you can set the breakpoint and it will be respected if you execute now the debugger.
result
I know it is a little bit strange but i don’t know a better solution at the moment.
In the end it has to do with the mounted workspace folders to inside the container.