coc-pylsp VS nvim-dap

Python has several here, pylsp, pyright & a fork of vscode-python

There are DAP extensions for both Vim (e.g. https://github.com/puremourning/vimspector) and NeoVim (https://github.com/mfussenegger/nvim-dap). I can't speak as to the experience in detail (I think I briefly played with nvim-dap a year or two ago), but I suspect that for most it will be good enough.

https://github.com/mfussenegger/nvim-dap/issues/1062 https://github.com/mfussenegger/nvim-dap/issues/737

Also, you can set up debugger integration with https://github.com/mfussenegger/nvim-dap .

You could use nvim-dap with nvim-dap-python.

I'd suggest starting with a Neovim distro that makes things work for you and as you get familiar you can transition to a more custom configuration as you see fit. If you want to do it by yourself then the most popular plugin for debugging in Neovim is nvim-dap and there is also an extension for Python to give you a more ready to go config instead of doing it yourself. You should read the docs of those 2 to see how you should customize accordingly your configuration.

(neovim only) nvim-dap

https://github.com/mfussenegger/nvim-dap + https://github.com/theHamsta/nvim-dap-virtual-text should be able to do it, I think?

If you want to debug types in TypeScript, you could use marilari88/twoslash-queries.nvim. If you would like to debug TypeScript/JavaScript code, then you need mfussenegger/nvim-dap, you could read this article: Debugging using DAP to understand how to set up it.