Despite being an Alteryx user for 2 and a 1/2 years this is something I have only recently came across but it does not appear that you are able to use debug mode appropriately with macros.
What I mean is, I have a macro input which drives a series of drop down boxes. In debug mode my drop down boxes will not populate. Now I understand why, Alteryx doesn't know what the input is so it doesn't generate the meta data for the debug mode drop downs.
What I suggest Alteryx do is automatically convert your macro inputs for file browses for the purpose of debug mode (I had to do this myself manually and it was a tedious task, not only to set up but then maintain two separate versions, one essentially an application and one a macro).
Or, by default debug mode uses the macro input data to run through debug mode as.