ErgoScript is a text, usually placed in strings (in string literals to be precise). It is not possible to put a breakpoint in strings.
However, ErgoScript is a subset of Scala (by design) and there is a comprehensive test suite (see SigmaDslSpecification) that checks ErgoScript - Scala equivalence. There is an example in sigmastate-interpreter repo
AssetsAtomicExchange.scala#L29 which demonstrate debugging capability.
Put a breakpoint on the line above and then do debug run of this test.
It should stop on the breakpoint.