Thanks @jingpan ,
I just needed to add the .scp file and it worked.
I already had steps 5, 6 and 8, but I will give the others a go.
In case it is of help I had also made the following change in board.c, I think is equivalent to the one described in <https://community.nxp.com/t5/i-MX-RT/MCUXpresso-and-RT1050-download-and-debug-in-SDRAM/m-p/896979> - with RT1170_SDRAM_NOT_CACHED defined:
#ifdef USE_SDRAM
#ifndef RT1170_SDRAM_NOT_CACHED
/* Region 9 setting: Memory with Normal type, not shareable, outer/inner write back */
MPU->RBAR = ARM_MPU_RBAR(9, 0x80000000U);
MPU->RASR = ARM_MPU_RASR(0, ARM_MPU_AP_FULL, 0, 0, 1, 1, 0, ARM_MPU_REGION_SIZE_64MB);
#else
MPU->RBAR = ARM_MPU_RBAR(9, 0x80000000U);
MPU->RASR = ARM_MPU_RASR(0, ARM_MPU_AP_FULL, 1, 0, 0, 0, 0, ARM_MPU_REGION_SIZE_64MB);
#endif /* RT1170_SDRAM_NOT_CACHED */
#endif