How to attach xdebug to drush in docker
It can happen if you are using drush launcher (https://github.com/drush-ops/drush-launcher). This tool allows you to type "drush" in your Drupal directory, instead of "./vendor/bin/drush", but it can confuse xdebug. 
Using "./vendor/bin/drush" may fix the problem.

Additionally, you may also have to set an environment variable in your PHP container: 

export PHP_IDE_CONFIG="serverName=my_server" 

... where my_server is the name of the server in 

Preferences / Languages &amp; Frameworks / PHP / Servers

where your path mapping is set in PHP storm.

You may also wish to enable the option: "Break at first line in PHP scripts" and then run your drush commands - as often it can be tricky to set breakpoints in the correct place when running drush.