Hello @DarioZanni ,
Forst of all I would recommend you to have a look at the following thread https://community.nxp.com/t5/Model-Based-Design-Toolbox-MBDT/MCSXTE2BK142/m-p/1078629
Here the other customer was using an S32K142 to flash the board, but it is not necessary in your case.
Anyway, there are multiple issues you have reported:
1. Step 1 is to flash the rbf file. It should work with the J-Link as well, please check on the S32DS community for similar posts as well.
2. For flashing the code, if step 1 is successful, you shall also check the below option. When the MCU boots up, it enters the bootloader flashed la step1, and waits around 5 seconds to receive a new flash file. Otherwise, it will start executing the one existing. IF you check the below checkbox, it will ask you to manually reset the board, so you will have time to synchronize this process, by resetting the board and pressing the ok button.

3. Building process. According to the attached log, somehow you're using the lcc64 compiler, which is not something you can use for cross-compiling the generated code to run on our target.
C:/PROGRA~1/MATLAB/R2020b/sys/lcc64/lcc64/bin/lcc64
I've seen in your config block that you have selected the GCC compiler. Have you changed the environment variable to switch it to lcc?
Regards,
Marius