Sniffing network packets from a cellular modem is actually pretty easy. It only seems daunting because at first glance you're left wondering how to acquire the packets. Nordic's nRF91 modems have a trace capability that can be used to pipe packets from the device into Wireshark over a USB connection. Here's how to use it.
Zephyr has built-in debugging for many of its supported boards. Here's a real-world example of utilizing the these tools to track down and fix a networking error with CoAP.
Golioth communicates with IoT devices using the CoAP protocol. While our official SDK is built on Zephyr, any platform with CoAP and pre-shared key authentication can be used on the Golioth platform. Here's how to set up the ESP-IDF to work with Golioth.