Take a look at answer ID?1000489.
When you load via FTP or SFTP, after your program is installed on the processor (progload) you have to transfer a "ZIG" file over for the debug to work. To prepare a "ZIG" file simply "ZIP" the "SIG" file and then change the extension on it to "ZIG". Next transfer that file to the program slot folder where your program is running and then attempt to debug again.
Mark