No. There is no way to do this. When you run a section, it essentially copies and pastes it to the command line to run, thus there is no defined line number/location/etc.
There are two workarounds. The first is to highlight the lines of code you want to run and right click run selection. Since the sections are running in the base workspace anyway, debug mode isn't going to let you see inside of another workspace anyway. You'll still be able to see the values just like in debug mode (I know this doesn't work for loops.
The other workaround is to put breakpoints inside of functions called in the section and then step through those functions.
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