Solved
TrustZone Blink_My_LED example HAL_SD_Init error
Just starting with STM32 on STM32L562 DK using CubeIDE and trying example in video. Debugger halts on error trying to initialize SD card, which is not used in this project. From the video it looks like MX_SDMMC1_SD_Init() is called there too.
if (HAL_SD_Init(&hsd1) != HAL_OK)
{
Error_Handler();
}