Erich,
I can start JLinkGDBServerCL.exe manually.
I can succesfully use jlink debugging with the provided examples in the SDK. And I have matched the debugging profile settings exactly for my project, but I get that error.
arm-none-eabi-gdb is not already running when I go to debug.
With PNE, I am able to load programs on just fine, but the serial output is very spotty and hard to get to connect. I would much rather use Segger as the serial output is more reliable.