I have experimented with them a bit. I've used GUD a bit with PDB, GDB, and LLDB, and vimspector with GDB, but Intellij and Visual Studio offer a lot more functionality, are far better documented, much more user friendly, and far less brittle. I really think it makes sense to just use programs that are more optimal for debugging.

There are a few exceptions: Common Lisp has a best-in-class debugger in Emacs thanks to João Távora, and same for Racket thanks to Greg Hendershott. I wish I could say GNU guile has a good debugging support in GNU emacs, but that is sadly not the case.