Oh, okay, I get it. I found
this page on the Saxon website which mentions some possibilities for debugging XSLT being processed by Saxon. Eclipse isn't mentioned there but I found out as part of my web search that oXygen produces an Eclipse plugin which can debug Saxon XSLT.
And then I found
this Eclipse help page which seems to imply that you can configure something in Eclipse to debug Saxon XSLT. It's a Neon help page too so it doesn't look like it's out of date.