Sounds like you want the interactive mode.
https://blogs.sas.com/content/iml/2015/12/14/sas-studio-interactive-iml.html
It is critical for using some of the interactive procedures that support run blocks (think any procedure that requires a QUIT statement to actually end).
You can also always just open multiple code windows. If you can separate the steps in your program flow into separate pieces of code then when you have finished debugging step 1 and gotten the output for it you can move to debugging step 2. While doing that if you want to refer to the output from step1 just go over to that other code window.
... View more