How do you step through a script and try to debug without it being a procedure? (4225599)

When trying to debug, I can run with F5 or F9 without problems. Everything is as expected, with correct output, but when I try to debug as script with F7 and step through the script, I cannot step through. I get a message noting, changing from code to script mode. It highlights line 1 (DECLARE @var1 varchar...) but nothing happens. I click F7 to step thorugh the code and nothing seems to move. Line 1 is no longer hightlighted, cursor stays in place. There are no messages. It does not even stop at breaks that may be set up. It seems as if it runs through the script completely.

So how do you step through line by line? How do you debug as script? How do you get out of script debug mode? CurrentlyI haveto create a procedure to debug and get out of script debug mode.