The SWO/SWV methods aren't supported by Cortex-M0(+) cores, there is an EVT (Event Viewer) method, Keil's Bob Boys has posted several examples and app notes, Google should pull something useful.
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It was recommended but optional in previous versions. Now, without this setup, the debugger goes haywire.
Then. the EVR module requires to define time source. Cortex M0 does not support their default choice, DWT. So one has to give it a dedicated timer, or let it tamper with SysTick and displace the handler provided by the Cube HAL (yep I remember that you don't favor it) … it was a nasty time. Thanks to Keil support, they quickly helped me to understand the root cause.