There is no interface back to the Octave Console through the DLL block.
However, in your DLL you can easily write to a text file for debugging. Attached is an example. It makes use of the userData pointer in the SimulationState structure to retain the file handle between calls.
Before you run the model, you'll have to change the file output path and recompile the *.dll. You can only pass doubles into the DLL so the filename is hard-coded here.
Another alternative is if the intermediate values are numeric, you can add them as additional outputs from the DLL Block.