I don't know of anyway to step through the execution of a .bat file but you can use echo and pause to help with debugging.
ECHO
Will echo a message in the batch file. Such as ECHO Hello World will print Hello World on the screen when executed. However, without @ECHO OFF at the beginning of the batch file you'll also get "ECHO Hello World" and "Hello World." Finally, if you'd just like to create a blank line, type ECHO. adding the period at the end creates an empty line.
PAUSE
Prompt the user to press any key to continue.
Did you try to reroute the result to a file? Like whatever.bat >log.txt
You have to make sure that in this case every other called script is also logging to the file like >>log.txt
Also if you put a date /T and time /T in the beginning and in the end of that batch file, you will get the times it was at that point and you can map your script running time and order.
Make sure there are no 'echo off' statements in the scripts and call 'echo on' after calling each script to reset any you have missed.
The reason is that if echo is left on, then the command interpreter will output each command (after parameter processing) before executing it. Makes it look really bad for using in production, but very useful for debugging purposes as you can see where output has gone wrong.
Also, make sure you are checking the ErrorLevels set by the called batch scripts and programs. Remember that there are 2 different methods used in .bat files for this. If you called a program, the Error level is in %ERRORLEVEL%, while from batch files the error level is returned in the ErrorLevel variable and doesn't need %'s around it.
I'm using the trial version since a few hours. Here is my first humble opinion:
On one side, it indeed allows debugging .bat and .cmd scripts and I'm now convinced it can help in quite some cases
On the other hand, it sometimes blocks and I had to kill it... specially when debugging subscripts (not always systematically).. it doesn't show a "call stack" nor a "step out" button.
A quite frequent issue is that a batch script is run by double-clicking its icon. Since the hosting Command Prompt (cmd.exe) instance also terminates as soon as the batch script is finished, it is not possible to read potential output and error messages.
To read such messages, it is very important that you explicitly open a Command Prompt window, manoeuvre to the applicable working directory and run the batch script by typing its path/name.