Segger Studio allows to use custom JavaScript program, so called "Threads Script" or Plugin, to show detailed information about the executing context via the Threads window: View --> More Debug Windows --> Threads (Ctrl+Alt+H).
There are sample thread awareness scripts, located in the Segger Studio installation folder, Windows path example:
%ProgramFiles%\SEGGER\SEGGER Embedded Studio 8.10b\samples\
To use the thread awareness, set the path to the thread script in Project options --> Debug --> Threads Script File,
for example $(ProjectDir)/ThreadX_Plugin_CM0.js