Hi Anbu,
This issue happens if you have multiple app server, in WebUI your session is opened in one app server but your GUI session is opened in another app server due to load balancing.
So when debugging your WebUI make sure you are logged in to all the app server just in case not to miss the external debugging window.
Also even if you have one or multiple app server make sure to maintain the below setting or enable the debugging in each app server in case if it's been removed.
Rgds,
Shobhit