PIC24EP128MC202 have programming/debugging pins on:
pin 4 and 5, PGED3 and PGEC3,
pin 6 and 7, PGEC1 and PGED1, and
pin 14 and 15, PGED2 and PGEC2
PGEDA and PGECA on the Microstick 2 board is connected to PGED3 and PGEC3 in this chip type.
For Debugging to function, you have to specify this connection.
#pragma config ICS = 1
#pragma config ICS = PGD3
There are documentation in directories installed with the XC16 compiler, somewhere like: