Resolved! I can connect to STM32G491 using STM32CubeProgrammer, but not with ST-link utility, why?
I use a ST-LINK/V2 and have tried to connect using ST-link utility program. This did not work so I assumed something was wrong with the hardware. But now I have tested to connect using STM32CubeProgrammer instead (I use the same ST-LINK/V2), and then...