Similar to this advice I found on stackoverflow, I did the following to be able keyboard debug my Python code:
File > Preferences > Keyboard Shortcuts
Then in the top right there is an icon to Open Keyboard Shortcuts (JSON), in there I put:
BOOM! Now I can highlight my code, and hit Shift+c to send the snippet to the debug console.
NOTE: I used Shift+c as it is similar to C-c C-c in Emacs, and C-c is taken in Windows for Copy.
EDIT: Oops, I can't use capital C with this, so instead I am now using Ctrl+alt+enter