The folks at Express Logic told me there was a ThreadX plugin that Freescale maintained and included in installation of CodeWarrior. The page you linked to is a Kinetis development page, but I'm actually debugging a ColdFire v3 chip. The ThreadX Debuggers page lists CodeWarrior as a debugger and describes how to use the ThreadX plugin. An archived whitepaper on NXP's website shows CW version 7.1 supported ThreadX. I tried installing the evaluation version of 7.1 from the NXP website but did not see any signs of ThreadX compatibility, in particular no ThreadX option for the OS in the CF Debugger options. There were no options at all, just "BareBoard". Are any of the other archived versions that ship with a plugin for ThreadX?