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.
You talk of the "GDB OpenOCD Debugging" configuration. You should use the "Ac6 STM32 Debugging" configuration, not the "GDB Hardware Debugging" configuration. The Ac6 is based on the CDT GDB support, but it is an extended, tailored, configuration.