As explained here, debugging has specific settings on a launch
file, and when in this mode the access to variables and paths might be changed as compared to the Run Python File in terminal
option (which is what the arrow button does).
Therefore, I would assume that your module is not properly installed to be used in the environment you are trying to run the script. It might be helpful to know your Operational System and how someone can reproduce this behavior (as indicated in this link).
What to try
Uninstalling the module and reinstalling it, then restarting all the instances of VSCode and trying again, both the debugging and the arrow button. If the same behavior persists, probably you need to check the Python Path variables and which interpreter VSCode is using to run the Python scripts, and make sure it is the same used as reference for installing new modules.
Also, this answer might help shed a light to your situation.