Only first debug session is successful with STM32F405
Reflashing the ST-Link to Segger JLink firmware and using GNU Arm Eclipse Segger plugin works
see http://gnuarmeclipse.github.io/debug/jlink/
see https://www.segger.com/IDE_Integration_Eclipse.html#Eclipse_GNU_ARM_Plugin
see http://www.openstm32.org/tiki-view_forum_thread.php?comments_parentId=179&display=print
see https://www.segger.com/downloads/appnotes/AN00021_ConnectJLinkToSTM32-DiscoveryBoards.pdf