I think here is a understanding problem.
The debug output must be manually added to the “veeam_backup_status.ps1” script.
You said that there is nothing inside the agent output if you do a cmk -d hostname. If you do a write-host at the very beginning of this script you should see this output inside the agent output.
It is not interesting if this output does something or not. It is only to find the problem inside the script.
On my systems it is running without problem.
The output from the agent log is not helpful, the same for a normal test if the host with cmk --debug -vv hostname.