When running in debug you can put a breakpoint on the component and see what data it is returning.
When a WF runs in debug it runs as the currently logged in user, does that user have permissions to the db?
Is the read from db done via an INTEGRATION component that uses a SQL query you have written?
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One option is to run SQL Server Profilier and see what call is being made to the server and see if that should return data.