Hi rotato,
Please try my attached app code, then use the Jflash again, I can make it works on my side with the Segger JLINK plus:
image.png
Code function is led blinking.
Please also note, when you use the external JLINK, you need to remove the MIMXRT1020-EVK on board J25-J28.
Please try it, at least, it works on my side now.
image.png
Best Regards,
Kerry