Fully-featured debugger is a hard to make thing.
I see two possible debugging solutions for FPC:
1. Use Borland's one. They have a very nice Pascal supporting debugger, but I don't know what they think about using it by Free Pascal.
2. Use virtual machine: with integrated debugging turned on the code compiles into some kind of p-code which will be executed by VM. It's an easy task to create an absolutly crossplatform debugger for VM. But make FPC to compile into p-code may be hard. Also executing p-code is slow.