Thank you for your response.
I did ask P&E and got the following response:
The Cortex M0, M3, and M4 cannot set hardware breakpoints at addresses higher than 0x1000_0000.
I guess that means, that they are not able to set breakpoints in the QSPI.
As for the J-Link OpenSDA: The paragraph you cited is a bullet point under
The firmware that makes the OpenSDA platform J-Link compatible has some limitations in contrast to an original, industry leading SEGGER J-Link:
I know that the SEGGER J-Link claims to be able to set breakpoints in the QSPI, but as it's more expensive I wanted to check-out the alternatives. However, it looks like there are none.