The purpose of this post to to share the good news that it is possible to now debug python macros.
I think this ability is long overdue. While Live LibreOffice Python made much more simple to debug python scripts in python, that is, when the script also started LibreOffice, debugging macros was not a option in Vs Code.
Now Live LibreOffice Python can do this. See the Debug Macros in Vs Code guide.
See also Debug Macros in Terminal guide.