Hi Manuel,
Our semihosting support relies on the project/compiler inserting a software breakpoint into a printf routine. Once the breakpoint is hit, we check whether the semi-hosting message is ready and then output it to our semi-hosting console.
We have a way to enable debug log capture, which will tell us whether this semi-hosting message is properly detected by PEmicro plugin. In order to enable it, please insert -outputdebugfile command into Server Parameter box under Debugger tab in Debug Configurations.

In order for this file to be generated, you have to make sure that the following directory in your MCUXpresso layout has corresponding write permissions: {MCUXpresso installation folder}/ide/plugins/com.pemicro.debug.gdbjtag.pne_4.1.3xxxx/lin
please run the following command to grant these permissions accordingly: sudo chmod 777 -R lin
The next time you run a debug session, you will find gdbserverdebug.out file in corresponding lin directory. Can you please email it to me for further analysis: zahar "dot" raskin "at" pemicro "dot" com.
I downloaded and installed MQX 4.1.1 to try and replicate your base setup, but could not find an eclipse MQX plugin that should help to import MQX example projects into the IDE. If this is something that you are using in your setup, can you please point me to location where this MQX plugin can be downloaded from.
Best Regards,
Zahar
P&E