The okcode field is deactivated when a modal window (the technical name of popup windows) is displayed, so it seems impossible to enter the debugger (using /H okcode).
In common dialogs, the okcode field is available:
But it is not available in modal windows (we see it but we can't enter anything in it):
The solution is to create on the frontend a SAPGUI shortcut (file with extension .SAP), of type System Command and command /H, and drag and drop it from Windows desktop to the SAP modal window. The creation of SAPGUI shortcuts is explained here: SAPGUI shortcuts.
For official information, see Note 118184 - SAPshortcut - debugger start