FpDebug (the default debugger) currently only lists threads when the app is paused. This is a long standing todo item (though currently not at a high priority).
With GDB the exact content may depend on the GDB version. But may also be limited by the IDE (I would have to dig into the code to check exactly).
Your image show "running", so as your image was taken while your app was running, the missing fields are expected.
While your app is running, fields like: Source, Line, Function => are generally not available. That is also not planned.
(Afaik the only way to get them would be to frequently interrupt the running app / that could lead to a slow down of the app, depending on how often that would be done)
I am not sure why (using GDB) the "Name" is not shown while running. GDB seems to provide that (albeit, it is usually just the OS handle as a number.) But it seems the IDE does not currently use that info, while running. So that needs to be added as todo...
When your app is paused, both debuggers should show at least an address in "Source", or if possible the unit name. In most cases (if the info is available) the also show the function name.