No, you can't download the different perspectives; they are a feature of the client-side software that is the Developer Console. There's nothing quite like it anywhere else that I know of.
That said, the Apex Interactive Debugger for VS Code allows you to run through your code as if it were locally executing code, where you can examine the stack, variables, set breakpoints, etc. It's probably the best officially supported Salesforce development feature.
It's possible that some other IDEs (such as IntelliJ) offer similar features, but I can't claim to be familiar with any of them with the level of experience I have with VS Code--it's my go-to choice for development in Salesforce, and has been for a number of months now (obviously, this is my opinion, you're invited to do your own research).