Well, I just did it, so I know that it works, and it is very much supported. Here are my steps.
1) created a procedure in the modeler.
2) Created a workspace, and checked out the test package where I created procedure.
3) Created an XS project in the project explorer. Uncheck the checkbox for "default location", and choose browse.
4) Browse to the workspace package which was created when you "checked out" from the HANA repositories view.
5) Now share the project by right-clicking and choosing "New", then "Team", then "Share".
6) The project is now shared and the procedure should show up in your project. Double click the procedure file to open it in the editor.
7) Set a break point as usual, created a debug configuration as usual.
8) Procedure now in debug mode.
I would point the support engineer to this thread so he/she knows how to debug procedures created from the modeler. It is very much possible, and very much supported.
Cheers,
Rich Heilman
SAP HANA Product Management