Add debugging utilitity methods for DDP

Nobody has claimed this yet.

I would really like to have _rank_breakpoint(0) and multi_print(msg) (using color) to help debugging DDP. Maybe next PRs :)

_Originally posted by @tchaton in https://github.com/PyTorchLightning/pytorch-lightning/pull/11445#discussion_r788463929_

rank_breakpoint implementation by @awaelchli
```py
def rank_breakpoint(rank=0):
if global_rank != rank:
barrier() # all processes wait here except the one we want to debug
else:
# the chosen rank will set a trace, but we want the frame from where this function is called
pdb.Pdb().set_trace(inspect.currentframe().f_back.f_back)
# once breakpoint gets skipped, synchronize with all other workers
barrier()
```

(pseudocode)
```python
def multi_message(msg, rank=-1):
if rank == -1:
print_with_color_per_rank(msg):
else:
if local_rank == rank:
print(msg)
```

cc @borda @awaelchli @rohitgr7 @akihironitta @tchaton

No file, test, or entry point is named. Start by locating the existing DDP and debugging utilities, then compare their behavior with the requested rank_breakpoint and multi_message pseudocode; done should include agreed APIs and coverage for rank selection, synchronization, and colored per-rank output.

Written by the indexing model from the issue text.