I'm not really sure what the above URL is supposed to mean nor from where this "Failed to load resource" is coming.
For me, connecting to Chrome works (just checked). That is, if you take the two minutes to read what is written in the "Connect to Chrome" dialog, as to how to run Chrome so that it actually listens on the debugging port. J
Hence, for any newcomer with no 5 minutes of patience to fiddle with configuring Chrome for remote debugging:
I recommend you to use "Launch Chrome" option. It will launch a new Chrome instance, ready for debugging & all. With pre-populated URL. No need to read boring dialogs or google the problem.
The above should help you get started with the thing until I find a couple of hours to prepare on the web page something more user friendly to the beginners out there who have no idea what sourcemaps, Chrome remote debugging and GWT SDM is. I do realize the barrier to use this plugin can be too high for newcomers. Sorry about that.