Do "INFO" statements for debugging only show on the last action in a workflow?

Do "INFO" statements for debugging only show on the last action in a workflow?

It seems like sometimes it will show everything in a workflow and functions, but most of the time, it will only show the last action's info statements. Don't know why.

How do you debug effectively when you can't see the info statements in the flow of a complicated workflow with multiple actions that are also calling functions? They don't show up in the logs either, especially when there are no obvious errors.

There must be a better way. I must be doing something wrong.