Hi @Gaetan,
Do you see issues with single step only when watchdog is enabled? Or also when it is disabled? What debugger are you using (MCU-Link, J-Link, etc.)? Are you certain this debugger is updated to the latest firmware version? Please try updating your debugger to the latest version.
BTW, speaking of latest firmware versions, note that SDK 2.15 is over a year old now and might have bugs or issues. I highly recommend you update to the latest SDK version (25.03.00). In order to use this SDK, you will also require the latest IDE version (v24.12.148).
BR,
Edwin.