If the error "Failed on connect: Ee(37). Priority 0 connection to this core already taken" is seen when trying to start a debug session, this normally means that the previous debug session has not been terminated.
Check the debug view and make sure that you do not still have a debug session still running. If you do, terminate it, then try launching your new debug session again.
If the debug view shows only a terminated debug session, then it is possible you have a defunct arm-none-eabi-gdb or crt_emu_cm_redlink process in your task list. Please check, and kill the arm-none-eabi-gdbprocess (it terminates the other) if you see it.
In addition, you may also have a default redlinkserv process in your task list - terminate this too.
If terminating these processes still does not resolve the problem, try disconnecting and reconnecting the debug probe and restarting your debug session.