Hi @518digerati. The Zero's "Programming Port" is connected to an onboard EDBG debug probe. This is what allows you to use the Zero with the Arduino IDE integrated sketch debugger without needing to connect external debug probe hardware to the Zero.
The Due is different. Its "Programming Port" is connected to a USB to serial adapter chip similar to how the USB interface works on the Uno and Mega boards.
For this reason, you would need to connect an external debug probe to the Due in order to use it with a debugger application.
Something else you should note is that the "Arduino SAM Boards (32-bits ARM Cortex-M3) platform of the Due has not been configured for use with the Arduino IDE integrated sketch debugger:
It is likely that the platform could be configured, but you would need to make that configuration yourself unlike the "Arduino SAMD Boards (32-bits ARM Cortex-M0+)" platform of the Zero, which Arduino configured for you. This is made more difficult by the fact that Arduino has not provided any documentation of how to make such a configuration (though you can see how it is done in the SAMD platform). So this is definitely a more challenging project than the Zero.