In android kitkat, URLConnection\'s implementation has been replaced by OkHttp,How can it debug it?
The OkHttp is in this directory:external/okhttp/android/main/j
It seems from version 0.8.x onwards of Android Studio the option to attach specific sources at the Android SDK has been removed (Read comments here https://plus.google.com/+CyrilMottier/posts/GNcGL6xVth1).
I guess if you want to debug you could try an older version or Android Studio, or (and I'd go with this solution) export a portion of your application to Eclipse (the Android SDK version), maybe just the part involving the troublesome connection, and there you can attach sources for a class that has no sources attached during debug very easily, you should see a page with just the signatures of the methods in the Source Code View, with the button to "Attach source"