Attaching native and managed debugger to a single process?
Is it possible to attach once in native, then open second VStudio window and attach in managed mode?
You can attach WinDbg as non-invasive, which allows you to attach even if another debugger such as VS is already attached. There's a check-box in the popup for Attach to process.
However, doing so will not allow you to control the application from WinDbg as only one debugger may control the debuggee. You can still view memory, threads, etc. (and you can load SOS/PSSCOR2 to inspect managed data).
You can only do this in .NET 4.0