This error message usually means that the core's power domain in the SoC is not enabled. If the whole SoC is not powered, the error message would be "target power down" and the debugger would usually display "power down" in the status bar.
Detection of "Core Power Down" is not 100% reliable, depending on the SoC it could simply mean "could not communicate with core", with disabled power domain being the most typical reason.
Regards,
Reinhard