The latest changelog (18.0 Preview 7) of SQL Server Management Studio announced, that the T-SQL Debugger is deprecated.
What are the alternatives for the future? Can someone understand this decision? I fear that removing a fundamental development tool like this will effect many developers.
You just need to download the Visual Studio 2019 Community.
Once you've done that, create a new project and open the SQL Server Object Explorer (CTRL + S).
You will be able to see your list of SQL Server databases, just as you did in SQL Server Management Studio.
Finally, left click one database and select "New Query". Now you can debug T-SQL just as you did in SSMS.
But the debugger does not work with Azure SQL