Debugging

I am embarrassed!
A year ago I wrote various Arduino projects, and I am sure I debugged them once compiled. I remember then being offered Run to Cursor, Run Over, Run Into, Set Breakpoint etc. But I can't find those commands anywhere now.Have I gone mad?
I am fairly sure I didn't use any 3rd party debugging.
(I can still use Serial Monitor, and the old programs run ok. I just can't debug anything.

Arduino 1.8.13 with Arduino Uno and Mac OSX Mojave

There is no such debugging in the IDE. Did you use Atmel Studio?

For debugging an Uno as you describe, it still does require a hardware modification (if not mistaken).