It might be a matter of adjusting expectations.
F7 or F8 will start your $DEBUG-enabled program in pause mode.
While in pause mode, you can right-click a line and choose "Run To This Line". Doing so is equivalent to (1) setting a breakpoint to a line, (2) hitting F5 to run, (3) removing the breakpoint once the line is reached.
Even before execution starts you can set breakpoints to lines of interest, so when you start it, even if with F5, execution will halt at the lines you set.
The Watch Panel will only show up during execution, as long as you'd selected some variables in the Watch List dialog (F4). When execution is done with ("Debug session aborted/Disconnected"), the list of values is also gone. What remains is the last stack call list (accessible via F12) and the breakpoints you'd set before.
I'll repeat my suggestion from the other day, that you should place a breakpoint on the last line of your program so it'll pause before it ends and you can inspect your variables' values before all's gone.