There is a sample project in the fpdebug folder. But it is not maintained, and currently does not compile. It may also not be complete.
But in general, FpDebug can be used outside the IDE (like Joost's DAB version).
So it is possible, if someone writes and maintains the code.
If you are interested I can answer questions.
LazdebuggerFp would be the first point of study. So you only need the part that interacts with FpDebug.
Threading is only needed, if you wont the console-dbg-app responsive while running. E.g. if you want to be able to "interrupt" the running target app.
Because FpDebug does only return from "run" when it hits a breakpoint, or otherwise stops.
Note that on some OS (linux) all kernel calls must be in the same thread. So other threads cannot call FpDebug functions that inspect the target.
(This is part of what makes LazDebuggerFp so complex)
FpDebug will probably still undergo some changes to its API.