Yes the only debugging anyone seems to have been able to do is in Nova which has/had hooks for it. However if you flip over to this thread How to invoke the Debugger? - #8 by matt you can see matt has kindly responded that debugging will be in the NEXT version of Nova (which means I just blew my free 30 day trial sob sob). So i don't think there's a way to debug Lua for playdate at all on any platform at this point.
At the point that Nova support for it comes out I'm hoping there will be enough documentation about the hooks for someone to write quick vscode extension for this as well.