Hi Mike Silva,
Thank you for your interest in NXP Kinetis product, I would like to provide service for you.
1. Could you tell me why you don't use the on board OPENSDA?
This debugger can use both opensda and JLINK firmware, you don't need to use external JLINK debugger.
2. External JLINK debug connection
If you want to use the JLINK, you also don't need to remove the component on the board, just connect your JLINK to the J8 is OK.
Here take care, you said you use the correct 20-pin to 10 pin, please double check the pin wire, whether it is correct.

After you connect the JLINK debugger, you can use the JLINK Command to check it, whether the ARM cortexM0+ can be found.
3, Reset pin sawtooth waveform
To a new chip which has no code in it, this phenomena is correct, after you download the code to it, the reset pin will be high.
Please double check your JLINK connection, because the JLINK debugger 20 pin interface is the standard ARM interface, but the FRDM-KE04 is not the standard interface, then you should convert the wire.
Wish it helps you!
If you still have question, please contact me!
Have a great day,
Jingjing
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