Let me explain more the problem in my original question, in case there is misunderstanding.
I start with A5 booted, CM4 is not clocked and not enabled yet. Using JLink, I can connect to the CM4, upload and debug the firmware. Using JLink I can also restart that CM4 debugging session, without impacting on A5.
Next the WDOG-M4 is triggered and the system is reset (reset cause WDOG-M4), A5 boots and again CM4 is not enabled yet. Now with JLink i cannot connect to the target at all, to reset the core or upload the firmware. Even if I trigger external reset, I still cannot connect to it. Only if I power on , off the board (reset cause POR), (and again, A5 running but CM4 is still no enabled yet before JLink connects), then I can start debugging with JLink again on the M4.
This behavior looks like only affects JLink's ability to connect the CM4 and start it. I can, with software running on the A5, load the M4 firmware and enable CM4 and run it, after any of the watchdogs resets.