Despite the fact that the documentation clearly mentions it, it is not currently possible to debug a script in IntelliJ. This has been confirmed by support and they ask to create an enhancement request if we want this functionality
Please allow us to to take advantage of additional tools to view, edit, and debug our Java Vuser, Java Record Replay, or Java over HTTP scripts from IntelliJ by adding breakpoints, view variable values and run the script in a step-by-step mode for debugging.
Here what we want
1. Install IntelliJ (only version 2019.1, 2019.2 or 2019.3 is currently supported)
2. Install the LoadRunner addin for IntelliJ
3. Create a LoadRunner project in IntelliJ
4. Add a breakpoint on the “action” method of the “Action” class created during project creation
5. Start execution via the Vuser>>Run Vuser menu
The test should run and stop at the breakpoint.