I managed to get Visual Studio Code debugging to pretty much be working, error messages come up as shown in this screenshot, bottom right:
It seems like it doesn't know the correct path for the "system" source files, such as "collect.rs" or "range.rs" or maybe they don't even exist. It's not a big issue, as I can step out and get back to the source which exists, but I wondered if there is some fix that makes this work more smoothly.