You can connect your debugger to the Sandbox quite easily. Go to your project in Sprintr, select the Deploy tab and then view the Debugger Information. Enter this in the debugger in your Modeler by clicking on Connect... and selecting "An app running in the Mendix Cloud or another remote server".
AFAIK you cannot connect with your local model to the sandbox. You could try to simulate the situation by using a tool like soapUI. With this, you can test your webservice local. For this, you need to download the tool and you need an example request.
When making the request local via soapui, you can set the breakpoint in your model.