I didn't solve the issue with the J-Link, but I can now program the STM32. I actually found a Nucleo-L433RC and have been able to program the STM32(L052K8) via ST-Link. 

Yes, it was bought on Segger's site.

No, SWDIO and SWCLK aren't repurposed or disabled. The CPU is not put to sleep.We don't have any other product with an STM32, so I cannot try to connect to another STM32. And I don't have an ST-Link nor another J-Link... @Tesla DeLorean I'm using STM...

As you can see below, the connection between the PC and the J-Link is ok, but not the connection to the target. SEGGER J-Link Commander V7.96e (Compiled Apr 17 2024 16:26:32) DLL version V7.96e, compiled Apr 17 2024 16:25:43 Connecting to J-Link via...

Hello, I'm having the same problem:13:24:21 : STM32CubeProgrammer API v2.16.0 | Windows-64Bits13:26:41 : UR connection mode is defined with the HWrst reset mode13:26:41 : 5200673813:26:41 : Error: J-Link - Connection to target failed13:26:41 : Error:...