I use Visual Studio Code to do this. You need to install the extension “Debugger for Java” from Microsoft, then add the following to your launch.java in configurations.
{
"type": "java",
"name": "Mendix (attach)",
"request": "attach",
"hostName": "localhost",
"port": "5005"
},
This gives you the option “Mendix (attach)” in the debugger that can connect to port 5005 in Mendix which is what you setup when you follow step 2 of the java remote debugging instructions on this page.
https://docs.mendix.com/howto/monitoring-troubleshooting/debug-java-actions-remotely/
Hope this helps.
Kind of second Brian’s opinion, and indeed Mendix Studio does not have it. But if you don’t like Eclipse, you can try JetBrains’ tools: https://www.jetbrains.com/idea/