Have you tried debugging with Visual studio code? It sounds a lot like what you're asking for. Stick breakpoints where you want them, you can step through etc, and there's variable viewer in the left hand panel - which isn't great on it's own, but then you can right click on the dataframe and open it in data viewer and it'll open a new tab with the dataframe in a table that you can view, and then if you step further through the program you can hit refresh on that view and it'l show you the updated frame.
Yep, and if you click the three dots next to the debugger config selector on the top left, you can access the debug console and play with a live terminal with access to all of the variables and data that are currently paused.
The repl it provides is pretty close. You can also use special comments to designate cells and just run those parts of a larger program in isolation with a repl, which I have used for debugging
Coincidentally, I just tried this yesterday and it was a good experience. No setup time, I just clicked to the left of a line of code to set a breakpoint, and then clicked the debug icon instead of the run icon. The local variable viewer was good enough for me.
