I managed to get the DBG running fine from within PHPEd on my windows machine using plink to set up an SSH tunnel (because I have a dynamic IP at home ...).

BUT if I try to run the debugger from the IE toolbar, I get an error as the DBG cannot access my machine.
It seems to try to access my machine directly, based on its public IP address.

What's strange is that I can telnet the listener from my server, both directly and on localhost (through the SSH link).

If I add ?DBGSESSID=2@clienthost:7869 to the url, same access problem.

But if I add ?DBGSESSID=2@localhost:7869 to the url, everything's fine.

Is there a way to tell the IE toolbar to add localhost instead of clienthost in the DBG parameter ?

localhost works because you're using SSH tunnel. Indeed, debugger modules should connect to the locally running ssh daemon which opened 7869th listeneing TCP port for it and ready to forward it through the tunnle to your client ssh. In case of clienthost, this keyword is resolved to your external IP address and in your case it can't reach dbglistener because of firewalls or routers.

Regarding subject, no, there is no such settings to make IE toolbar issuing localhost in the DBGSESSID request.
But we'll think of providing a way to work in such cases.