Howdy neighbor,
While I'm all for your suggestions, I also don't have time to wait for MS to make such changes in VFP. So my suggestions to you are twofold:
1) I find that SET STEP ON is quite adequate when running code buried in classes because it identifies the object and method clearly while it is running.
But perhaps the biggest reason I don't feel your level of frustration is
2) I don't borrow other people's classes unless I absolutely have to. I frequently "borrow" from the work of others - legally. And I spend lots of time reading and analyzing code from various publications, etc. and I put them into my own classes. So when I'm 4 levels down I still am intimately familiar with what's running.
It's sure worth all the time I spend when I can fix errors and maintain my programs with ease.
Just a suggestion.
-cjh