Edit: None of the answers I got work so I went ahead and filed a bug in KDE bugzilla: https://bugs.kde.org/show_bug.cgi?id=502901

Neither CTRL Q or CTRL W work for me. I set a hotkey for the window operations menu in Settings app > Shortcuts > KWin > Window Operations Menu, but then pressing the close button in the context menu that shows, closes the window of the other window I was focused on and not the debugger.