Re: PCF debugging in CDS environment
I agree with @ScottDurow
Using the default webPack Settings, and uploading using "pac pcf push" you get a debug version (including the source-maps).
To find the code, I use in Chome "CTRL + P" and search for my component name, since this is included in the name path. That way I get the index.ts

After that you get the structure of your component in the Pages-Tab, and can make breakpoints as you wish:

Regarding requests inside Harness, I "mock" the requests. Without using tools for mocking, I decide (for now) based on window title or based on window.PCFUtilities if it's a request made inside the Harness or not, and return default/test values. (That's of course not recommended by the sdk, but in the worst case I have to delete this later on and I'm supported).
Hope it helps.
Best regards,
Diana