What is the recommended way of having a DebugComponent that extends MainComponent with some extra modules in debug? Thank you.

Extend MainComponent, add MainComponent modules and DebugComponent modules as well. That's it

That would mean that I have to add shared modules in release as well. And every time I add another module, I have to copy it to all other flavors? Doesn't look very scalable :(

You could always include a component of a particular name in main, then leave the implementation empty in release, and provide debug implementations in debug.