Zephyr Workbench, a VSCode extension to manage Zephyr on STM32.
It enables users to easily create, develop, and debug Zephyr applications.
Main features:
Install host dependencies.
Import toolchain and SDK.
Create, configure, build and manage apps.
Debug STM32.
You can directly download it from the VSCode marketplace
For more details, visit the Zephyr Workbench
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 ?