You need to save constraints after using the Set up Debug wizard, using Vivado Design Suite to create debug cores or ports, and/or running the following XDC commands:
The corresponding XDC commands are saved to a constraints file with the suffix
_debug.xdc and are used during implementation to insert and connect
the debug cores.
Important: Saving constraints while in project mode may cause the synthesis and implementation steps to go out-of-date. However, you do not need to re-synthesize the design since the debug XDC constraints are only used during implementation. You can force the synthesis step up-to-date by selecting the Design Runs window, right-clicking the synthesis run (for example, synth_1), and selecting Force up-to-date.