I am not familiar with the CMake generator for CodeBlocks nor the limitations of CodeBlocks when using external Makefiles, maybe the generator is flawed or CodeBlocks just can't debug when using external Makefiles. However, i'm quite confident such CodeBlocks -> CMake export will never exist, this is just not how CMake works.
It's quite sad, but CodeBlocks didn't age well. Since you are using CMake, you have basically two options: Use an IDE that CMake can generate project files for or use an IDE that can use CMake directly. Regarding your specific requirements i can highly suggest to take a look at VSCode. Not only does it have native CMake support that allows to build and debug out-of-the-box with zero configuration (depending on how well your CMake files are crafted and what is required to run the configuration step), it also has this neat Remote Development feature. This allows VSCode, while running on a host system, to connect to a container (or anything else that has ssh) and run the build inside there.