Mixed-mode debugging works in both of these scenarios (remember that python.exe is really just a "C process loading python27.dll"). You don't need a Python project at all, you can just attach to a running process (whether it is python.exe or your own host) and start debugging. You can even do that if the host process hasn't actually loaded python##.dll yet, though of course Python breakpoints etc will only light up once that happens.

Here's a screenshot of a debug session with a custom host process written in C# running Python code that in turn uses a C++ extension module: http://i.imgur.com/IDPsWUu.png