IntelliJ by default installation doesn't build project after changes. You either need to do manually (upper menu -> Build : project, module or recompile only particular source file) or change settings presumably.
Code changes are not showing up during debugging.
Compiled class files do have my code changes. After making code changes I do compile particular component/module.
For me isn't clear. Maybe you could add some screenshots, i.e. showing your current code has a method call:
1. A();
2. but in debug mode it calls method B() instead of A(), because that was previous version of your code.
Are we talking about the same thing as described above?
Probably I'm not going to get closer than that, unless you decide to help us to help you.
Your current explanation isn't sufficient, at least for me. Let us see if somebody else can help you.