I just installed LSP stuff using Mason (debugpy, pyright, black and flake8) and made sure that they are also installed on my python environment.
This pops-up when I try to start DAP (by either F5 or by :DapContinue).
I'm quite new to neovim so I might be missing somthing basic,
hmm have you tried to restart your shell after installing debugpy?
if running lua= vim.fn.exepath('debugpy-adapter') from nvim command mode doesn't return the path, something prob went wrong with your debugpy install, as neovim can't see the adapter. maybe try reinstalling debugpy from mason, quit nvim and reopen it in a new shell and see if can detect it.