I have used RenderDoc (https://renderdoc.org/) a couple of times, where i could click on a pixel to debug, and step through the shader step by step like regular debugging.

I haven't used it alot, but it was quite excellent out of the box for me. I needed to pass some debug flags to shader compilation - and it was only automatically able to capture output to the screen buffer as far as i remember. But there is an api to integrate it if you want offscreen target debugging i think.