You don’t need ever care about UE4.sln since you have your own project’s solution. This “MyProject.sln” already includes the entire engine. Think about UE4.sln as “few hundreds/thousands more” game modules 
If you compiled it locally, you’ll get PDB files in any build configuration. Just check Binaries folder of your project. If you see PDB files there, you have debug symbols. This kind of file you’d download via the launcher when choosing “debugging symbols” option.
The difference is what these symbols included + what engine adds.
In Debug, you’d able to read all the values, but it’s the execution of the program is noticeably slower. I’m sometimes tempted to switch into Debug, but most of the time Development configuration it’s enough for me - reading most of the symbols and simply analyzing the code.
In Development engine by default adds logging, checks - we can easily debug things.
Shipping is stripped away from any debug functions and data possible - to avoid slowing down the game and crashes casued by some checks.