I think you put the “-f board/stm32h7x3i_eval.cfg” option on the wrong place because the error tells that the option was put for GDB command instead of OpenOCD command (Failed to execute MI command: -f board/stm32h7x3i_eval.cfg ) which make the debugger failing to start.
I don’t think using STLINK-V3E is the problem. Your console output says it is found and identified (Info : STLINK V3J3M2 (API v3) VID:PID 0483:374E )
This forum is dedicated to System Workbench for STM32, I don’t know much about how GNU MCU Eclipse works. You should try to contact them on their forum to find your answer.