Check that Xdebug is running checking the information generated by the phpinfo command.
Enable remote debugging in the xdebug configuration (and verify again with the phpinfo command):
I don't use the xdebug setting in Sublime Text. I think it is not necessary.
Open the console in Sublime Text. Any problem is logged in the console. There are some problems in Ubuntu reported in the pulgin homepage.
I use a browser extension to activate or deactivate the debugging. In Chrome look for "Xdebug Helper for Chrome". You need to configure the cookie name as "sublime.xdebug".