And for a desktop app I guess it's just called a debugger :> Unless said desktop app still uses http requests or something similar to webapps that can be attached to APM software. Then APM will know were it came from, but you won't get insight into the app itself, just the resulting connections.

I used a few, mostly Dynatrace. Experimented with Pinpoint and did like 3 PoC of commercial products. Dynatrace won for me but the prices were insane.

There is now a lot of opensource ones, usually not so fancy on the visual side. Elastic APM, Pinpoint and so on.