Have you on remote pc statrted GDBserver on port 2022? Without this remote connect dont work.
I for example use this folder extracted from IDE
c:\ST\com.st.stm32cube.ide.mcu.externaltools.stlink-gdb-server.win32_1.6.0.202101291314\tools\bin\
and here run bat file
@echo off
cmd /K "ST-LINK_gdbserver.exe -c config.txt || echo GDB server exited"
