I’m not using the Mac version, but you also cannot set breakpoints in the Windows version of the C# Script Component!
However, you can write a custom plugin in Visual Studio and when you run Rhino with your debuggable library, you simply attach the debugger to the Rhino process. This allows you to set breakpoints and any modern IDE should allow you to do this!
It is also possible to use Visual Studio Code to write code and than you compile that from another script component in GH.
Somehow like I did here, just slightly adapted to make it work on Mac:
The limitation of VSCode is, that (at least I don’t know how) to attach the debugger to it. But Intellisense is working very well.