Sounds like you are trying to use debugger for something that it is not really meant for.
The concept you are describing can be solved if you have the source code. You can just put a LOG4j output to achieve your goal.
I have never used JDB debugger but I have used many different debuggers. However I did some research, from what I can tell I think it does not support such functionality which is also to be expected.
I have yet to see a debugger that does something like this. Essentially you want to have a "Watch feature" but on steroids. Ie, you do not even want to step through the program flow itself. You want a piece of code to be executed whenever a specific line of java opcode is executed.
To achieve something like this on machine level debugging (not JVM) you have to use codecaves/code injection & detouring. So you would intercept the execution. Thereafter you can modify/inspect whatever registries you want change. After you are done you would return to original execution point. This is something you do usually with malicious intent :).
Most closest thing to your current goal would be a conditional breakpoint and using it together with watch functionality that some Java debuggers offer - jdb does not. Both Eclipse and Intellij have support for conditional breakpoints & variable watching.
So you could breakpoint in your code only if something specific to your interests happens.