I've encountered a couple annoyances:
A. Using rustc to link somehow removes debugging information from static libraries I wrote in assembly [2]. This is extremely annoying, but I haven't had time to really look into it and it seems others can't reproduce it.
B. There seem to be some occasional oddball problems when stepping through code. Like it'll skip lines, or stay on the same line for many steps. And also an annoyance regarding how that VS Code extension handles "Step Into" for functions you don't have the source for: you can easily get into an infinite popup situation and have to restart the debugger.
IMO the sad truth is that if a great debugger is a prerequisite to use a language, then you're limited to about 5 total languages.
[1] https://marketplace.visualstudio.com/items?itemName=webfreak...