there's 2 AMD KMD(kernel mode drivers) in linux: amdkfd and amdgpu .. the graphics applications use the amdgpu which is not supported by amdgdb .. amdgdb also has the limitation of requiring dwarf and and mesa/amd UMDs doesn't generate that ..
amd gdb is an actual debugger but it only works with applications that emit dwarf and use the amdkfd KMD aka it doesn't work with graphics .. all of the rest are not a actual debuggers .. UMR does support wave stepping but it doesn't try to be a shader debugger rather a tool for drivers developers and the AMD tools doesn't have any debugging capabilities.