This usually means that either there is nothing that can be debugged running on the specified URL (e.g. if the application isn't deployed there) or that the URL is entirely wrong. Can you share your debugger URL with us? (if necessary you can remove some parts of it if you're not allowed to share the whole thing)
Do you have any access restriction protocols set for that environment in the Mendix Cloud? That could be blocking access to the /debugger/ endpoint.
https://docs.mendix.com/developerportal/deploy/access-restrictions/#access-restriction-profiles