Is there any possibility to do step into, step over and step out functionality while debugging AS scripts? Are such methods already implemented in the Angel Script?

Yes, it's possible, but AngelScript doesn't contain built in methods to do so automatically. You need to implement such functionality manually in terms of the line callback. An example of doing so is in my AngelScript debugger. Note that the code doesn't use a recent version of AS and it uses C# rather than C++.

I solved my problem with "step into" by setting bool flag and checking it in the line callback and suspending the AS context. Now I have to implement step over and step out functionality. I think that I have your example somewhere on my HDD (looked at it couple of days ago). I will take a look at your solution :).

Edit:
Oh, and I'm also using Scintilla.NET :D.