We do have a basic stack trace view that basically all debuggers support. What's coming out in the near future is a stack trace view in our multi buffer system. In fact, you can use the "show stack trace" action while in an active debug session to expand the call stack in a multi buffer, where each excerpt is a frame. It's just not up to the quality that I and several others expect from Zed, so I didn't advertise it.
There's also a PR for a watching variables/expression that is going to be merged in a couple of days. The functionality is done, but we didn't want to add a feature so close to launch that wasn't fully tested.
Support for data breakpoints will come in the near future. I can't say when because we're planning on focusing on automatic configuration for a while, but it is a priority.
We do support simultaneously debugging multiple sessions at the same time and multithreaded debugging too. There's still more to do with it, but the support is definitely there!