Apologies, not trying to convince you you're wrong. My comment about my situation was an aside, and my response was about your noting it's easy to reconfigure SSMS. It is if it's my machine, not otherwise.

To your question. I know of no third party debugger for T-SQL. AFAIK, there isn't an API to connect to the SQL Server and stop code from executing. You can certainly use Windbg for the sqlsrvr.exe process, but that's not what would help you with T-SQL in most cases.

You are welcome to try and get people interested and vote at: https://feedback.azure.com/forums/908035-sql-server/suggestions/35881492-put-debugger-back-into-ssms-18

I doubt you'll  change their minds, as it seems very few people use this, but you can try. Welcome to ask others for votes as well.