Development tools for Zephyr on STM32Workbench for Zephyr: VS Code extension to set up, build, flash and debug Zephyr applications on STM32.Devicetree manager: browse, edit and visualize Zephyr devicetree, STM32CubeMX-like for Zephyr.
Have you tried using the STLink Utility and see if it's actually OpenOCD or if it's your board? If it works under STLink Utility then theres something wrong with your SW4STM32 installation.