"I found this preview link. Is this the link I should use to get the debug feedback?" Yes, this is one of the ways to preview a Moodle quiz question (any type, not just CodeRunner). You can preview an individual question from the question bank (there will be a preview icon beside the question name) or using the 'Preview' link at the end of the question authoring form.
"What controls whether debugging is enabled". As far as I know, all that is necessary to be able to see the template debugging I described is to click that 'template deugging' box in the question authoring form and save the question with that box ticked. The actual template debugging output will be shown above the results table when you preview, answer and check the question.
I found that I gained a good understanding of how template debugging worked by trying it on a simple question using one of the built-in question prototypes. I hope that doing that helps you to answer your other template debugging questions:) Best of luck with your project!