For linux, there's this excellent series of articles by Eli Bendersky:

https://eli.thegreenplace.net/2011/01/23/how-debuggers-work-...

https://eli.thegreenplace.net/2011/01/27/how-debuggers-work-...

https://eli.thegreenplace.net/2011/02/07/how-debuggers-work-...

(Unfortunately, the articles don't include links to their respective follow-ups, but I'm pretty sure it ends after part 3...)