It's not perfect, but ...
method public void setUp( ):
debugger:initiate ( ).
debugger:set-break ( ).
debugger:visible = true.
Now ABLUnit Debugging is completely integrated in Progress Developer Studio, Now you can seamlessly debug your test cases without having to setup debugger handle in Setup method.
All you have to do is Right click on the test case you want to debug and select "Debug As > Progress ABLUnit Application
This has been implemented in 11.7 and you can give it a try in the latest "OpenEdge 11.7 ESAP 6 " release which was released on 18th February.
Please give it a try and let us know your comments.