TWR-KV58F220M has openSDA port. It needn't a external debugger. Please download TWR-KV58F220M SDK from Welcome | MCUXpresso SDK Builder . There is a Getting Started file in the SDK. It introduces how to download and debug.
No problem. If you use MCUXpresso, it can support Ulink2. You will see a CMSIS-DAP device when you debug. You can connect your ulink2 to J13, and disconnect J19 and J20.