Hi @Nobis1
I hope you are doing well!
Regarding the Flash Magic Firmware : Unfortunately this tool does not have support for Kinetis MCUS. It has SWD support and USB, but not for all parts ; Its manly used for ISP programming by UART.
About the CFX file, which is required for the MCUXpresso to know how to program the internal flash,
one way to find where it is , below:
From a previously imported SDK project, do a left click (1) and navigate through the next steps from the below image. In step (5) you will find the .cfx file for your project : FTFA_KM.cfx . Actually you will be able to see it in a similar path :
C:\nxp\MCUXpressoIDE_11.4.0_6237\ide\plugins\com.nxp.mcuxpresso.tools.bin.win32_11.4.0.202108051708\binaries\Flash

In a similar way, as shown in the above image , you can specify the KM35 .cfx driver for your project.
I am not aware the reason why your project does not have the CFX file for the KM35 , maybe you are doing a code migration , but I recommend you to start from a new project and perform code migration manually, if that is the case.
Another thing, the TWR-KM35 has an on-board debugger, if you are attempting to program the board for the first time, make sure that you are setting the board jumpers correctly , to enable debug with an external target. Please refer to the board board user guide for more details.
I hope this could help you.
Let me know if you have any problems.
Diego.
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