USB-A to USB-A cables used to be really expensive. Then the masses demanded to connect their phone to their computer and all kinds of cables aooeared.
USB-USB connections can theoretically be used for the microsoft debugger. So I eventually found a usb a - usb a cable and connected to machines. Set both machines to use usb for the debug channel nothing. Apparently you need a fully implemented usb port which modern machines do not have. I looked into a add in card but that would not work the windows debugger demands the first usb port it enumerates to be the dubugger port. So the search for the £27 cable was a waste of money. I only did this when someone in microsoft decided they would remove firewire from WinDbg. Its stil in windows 10 but not in WinDbg really annoying. I switched to network debugging which works ok now (it used to be a mess). Still useless for debugging network drivers. 'RS232' Serial port is best.