This issue is most likely caused because Xdebug doesn't know it should start debugging. With ajax request url most likely doesn't start with XDEBUG_SESSION_START=something .
There are many ways how to achieve this. Easiest will be just to add this to your active php.ini
xdebug.remote_autostart = on
or in Xdebug 3.0.:
xdebug.start_with_request = yes
Please let us know if that helped.
Thanks!