Hello NXP Support,
thank you for your advices. I'm currently successfully debugging code on the slave M0 core(s), but there were many pitfalls in LPCXpresso v8.2.2 which I want to make you aware of.
Problem 1: Starting the debug session
There is an issue recently identified which you might be hitting though, which is related to the automated selection of the M0 cores done in LPCXpresso IDE v8.2.x sometimes not working as expected.
In my case, this seems a bit optimistic. The automatic core detection (as far as the M0 cores are concerned) does work every now and then. Most of the time, the debugger selects the wrong core and there is no possibility to choose the correct one manually. Having the "Disable Auto-select device on multicore target" selected as you adviced in LPC4370 Cannot reliably enumerate JTAG TAPs, starting the debug session with the M4 after choosing it from the core list results in an error:

probelist
[Started server]
[Connected on port 3025]
Index = 1
Manufacturer = NXP Semiconductors
Description = LPC-LINK2 CMSIS-DAP V5.173
Serial Number = IWFWCXOT
VID:PID = 1FC9:0090
Path = \\?\hid#vid_1fc9&pid_0090&mi_00#8&1e624100&0&0000#{4d1e55b2-f16f-11cf-88cb-001111000030}
probeopenbyindex 1
Probe Handle 1 Open
wirejtagconnect 1
corelist 1
TAP 0: 4BA00477 Core 0: M4 APID: 24770011
TAP 1: 0BA01477 Core 0: M0 APID: 04770021
TAP 2: 0BA01477 Core 0: M0 APID: 04770021
The only way to force LPCXpresso to start the debug session on the right cores is to have projects and debug configs for every core (even the unused) and start the debug session in the sequence M4 -> M0SUB -> M0APP.
When attaching to the M0 cores, we often get these messages:

However, debugging is still working after that.
Problem 2: Debug access to peripherals from a M0 debug session
Debugging the M0APP core it is not possible to use the "Peripherals+" view in order to access peripheral registers (at least for the ADCHS module). This results in the following error and a debug session crash:

Despite the problems listed, debugging is working quite stable now.
Thanks,
-Thomas