I still miss a good debugging GUI with useful data visualizations. Sometimes staring at pointers and (multidimensional) arrays of numbers just isn't enough.
For data visualizations I use gdb's Python API. For simple things that can be just adding pretty printers, for hairy things it can be a custom command that prints extra information or dumps it to a graphviz script.
Was it DDD that didn't support threads, or GDB though? I remember that GDB support for threads was horrific for a long time, especially back in the 90's.