Alright! I have installed bashdb and Visual Studio's bash debugger plugin. The plugin claims it has its own bashdb, so maybe the first step wasn't needed, but I can't confirm.
It works great! I'm able to add breakpoints, watch variables and more!
Disclaimer: I'm running Ubuntu Jammy Jellyfish...
The closest thing I've used is bashdb, but it's ugly and slow. You can also use the Eclipse IDE with a bash plugin:
https://marketplace.eclipse.org/content/bash-editor
Maybe VS Studio has a plugin like that, but I haven't tried it personally. I will do this shortly and if my brain doesn't turn...