Glen
I don't recognise your problem specifically but, to be honest, I really struggle to use debug until I have zoomed in pretty closely to the problem, then I set some kind of hard coded breakpoint if I need to at the precise point. Others probably have it better sorted.
However, alternative techiques (in TS8.1 but I'm sure they are valid a few versions ago)I have found very useful are:
file append statements to log key values at certain points into a csv file which can be read into excel to examine.
Commentary statements - these can be used to output all the key values on a bar. You can then look at a chart and if something looks wrong use "view commentary" to see these values displayed for each bar you're interested in.
Apologies if this is old news
Regards,
Gareth