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.
Did you connect the Reset line from STLink to your F030 mcu ?
If not, you should choose the "Software system reset" mode in debug configuration (debugger tab).
If still not working, can you show the openocd log message ?