Today I have done more tests and it seems that something has advanced. I already did a completely new installation, deleting the MCUXpresso and the SDK, to install them again, and the failures remained the same, this did not solve anything.
What I saw, is that there are two icons of Debug, one with a violet cockroach, and another with a green cockroach. With the second, I can choose the interface that will be used to make Debug, I get options for CMSIS-DAP, Jlink and Multilink. Over here I have finally been able to start the Debug using Jlink or Multilink in MCUXpresso 10.2. If I use the icon of the violet cockroach, it does not work, a screen appears in which it seems that it is permanently looking for the USB CMSIS-DAP interface, which never finds it.
In summary, Debug definitely does not work for me using CMSIS-DAP via USB, in none of the two versions of MCUXpresso, 10.1 and 10.2, it does not find this interface via USB. I have seen the MCU on Eclipse blog, with the tests on the RT1050 evaluation board, and the only difference I have found is that Erich is using Windows 10, and I use Windows7.
Screenshot, using the icon (green cockroach) that gives the option to choose which interface to use to Debug. With this option, I have finally been able to debug with MCUXpresso 10.2 using the Jlink or Multilink programmers, but it fails if I try to use CMSIS-DAP via USB.

Screenshot, about what I see if I try to debug using CMSIS-DAP via USB, or by clicking on the violet cockroach icon. MCUXpresso remains locked on this screen, it seems that it is looking for a USB device but never finds it. The same happens with MCUXpresso 10.1. I work with Windows 7 64 bits, maybe this is the problem, because I see in the blog "MCU on Eclipse" that they try it with Windows 10. May be the USB drivers you provide are not compatible with Windows 7 64 bit, or something is wrong to work with this OS version using CMSIS-DAP by USB, or the firmware version of OpenSDA on my boards is wrong or outdated and is not compatible with current USB drivers.
