Please see this example in the PyXLL documentation that shows how to attach the PyDev interactive debugger to Python code running in PyXLL:
Make sure that you have:
Also note that PyDev 3.8.0, and above, support attaching a debugger to a running process (e.g., PyXLL).
While many users have had success in using Canopy with Eclipse/PyDev, we cannot provide additional support for configuring these or similar 3rd party tools. However, if you find problems with or have general tips for improving these instructions, please submit these in the comments below.