I've just spent a terrible, awful, horrible week trying to connect my toolset to a FRDM-KE04Z. Details:
1) My development platform is an iMac, which also runs Windows 10 via Parallels.
2) Toolset is Rowley Crossworks, which I've used for years with other controller families. For the KE04Z board it offers connections via Segger J-Link, P&EMicro, and CMSIS-DAP (among many others).
3) I can run Crossworks under OS-X or Windows. I'd prefer OS-X, but I'll run under Windows if I have to.
4) I have no problem in either OS seeing the KE04Z board in Bootloader mode
5) I can drag-download any of the 3 OpenSDA apps found in the Quick Start package with apparent success.
6) I can also drag-download the Segger OpenSDA file with apparent success.
7) I believe I have installed any required drivers.
But under no circumstances have I been able to connect to the target board using any of the 3 protocols. Using either OS. After an entire week of fussing around!
I sense that there is something vague in the instructions that I am not understanding. I really need some help. The alternative is abandoning the Kinetis family altogether.