STM32VLDISCOVERY no connect
Another reason for this might be caused by the type of USB port the board is plugged into.
I have found that the ST-provided “ST-Link Utility” will work with Nucleo/Discovery ST-Link plugged into any type of USB port. However, the version of OpenOCD provided with SW4STM32 does not work with ST-Links that are plugged into USB3-capable ports.
Try plugging your board into a USB2-only host port and try again.