There was another thread on enabling the dev console. Once done you will be able to see the dev console just like a browser for the app in the panel on the side. (see How to Access Console While Developing Zoom App)
You are not able to see the dev console for the camera view. But you can send messages using post message between the app running in the camera and the one in the side panel. (see How to inspect element on the camera layer - #5 by henry2)
As for speed of the app - the camera view is loading the JS again and I assume that if the files have cache headers it probably does not need to make a network request which I think will help. But I also find the display in the take multiple seconds for the initial load when I am developing.
As for messages between participants - that is not a zoom api issue per se. I am using web-sockets with a ruby backend for that at the moment. You can do similar with node or something. You will need to do some server side coding - regular web stack coding, or integrate with another service for messages.