Vivado Debug cores can be instantiated in a Dynamic Function eXchange design including within the Reconfigurable Modules. There are specific requirements and a methodology to adding and connecting these cores. See the 'Using Vivado Debug Cores' section in the Vivado Design Suite User Guide: Dynamic Function eXchange (UG909) for the methodology needed to add and connect these Vivado Debug cores.
For an example of instantiating debug cores in a Dynamic Function eXchange design and a description of the functionality within the Vivado Hardware Manager, see the 'Vivado Debug and the DFX Project Flow' section in Vivado Design Suite Tutorial: Dynamic Function eXchange (UG947).