Where can I get pycharm-debug.egg for Idea?

It is distributed as part of PyCharm in its debug-eggs directory. On MacOS, right click PyCharm.app, Hit Show Package Content and find it in Contents/debug-eggs/

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The file was also available in JetBrains/intellij-community github repository:
https://github.com/JetBrains/intellij-community/blob/162.1628/python/testData/debug/pycharm-debug.egg

Change the branch to match your version appropriately. One has to pay attention to versions since if version of the egg doesn't match the version of Idea

Warning: wrong debugger version. Use pycharm-debugger.egg from PyCharm installation folder.

may be printed or the debugger may even refuse connection.

I just contacted JetBrains and was informed that their documentation is out of date and that it's now located in /Users/<user>/Library/Application Support/<product_version>/python.