So you enabled CLR debugging on your TEST SQL Server (don’t ever do this on production!)
You are trying to debug but you get a message “Canceled by user” in the Output window in Visual Studio. Here is the answer, you have to enable the ports on BOTH your workstation and the SQL Server machine.
Add the following inbound exceptions to both machines:
On your WORKSTATION:
Add the program devenv.exe to your exceptions list in your firewall.
This will worked for me. Let me know if you had a different solution.