CPAN::Debug is part of the CPAN distribution and also part of the Perl 5.20 distribution. So this means that your installed Perl 5.20 is misconfigured or was an incomplete download if it can't find CPAN::Debug.

How did you install Perl 5.20 and/or CPAN?

Also, why did you install it over the system Perl, which belongs to your OS vendor?

In reply to Re^5: Problem installing missing modules with CPAN::Shell by Corion
in thread Problem installing missing modules with CPAN::Shell by sotona

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