Hi Kurt,
I guess you are using the Arduino IDE?
You have a couple of options as I couldn't get the Arduino IDE to debug the giga, it just looks like it is not supported:
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Use PlatformIO and the jlink using cortex-debug.
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Use Arduino but use the Segger Ozone debugger: https://docs.arduino.cc/tutorials/portenta-breakout/breakout-jlink-setup
The Giga R1 is not a supported board in PlatformIO, I have a PR put in to add it but who knows if that will ever happen.
If you want to get PlatformIO setup up let me know, the easiest bet may be to use Ozone though if you are using the Arduino IDE.
Cheers
Andy