Can't comment yet because of lack of reputation, so I have to write here, it's not an answer but an extension of the question. I am currently trying to figure out the same thing. Is this still unavailable?

Claude suggested me to add the following to my keybindings, which sounds like it should do the trick, but doesn't

    {
        "key": "shift+enter",
        "command": "workbench.action.debug.evalSelectionInDebugConsole",
        "when": "debuggersActive && editorTextFocus && editorLangId == 'python'"
    }

any ideas?