I made all recommendation as in your video, but still got error.   
JLinkGDBServer started, connected to target, waits for connection some seconds and gone. 
My WIO_TERMINAL.Debug.debugger_launch.json is   
Quote:{ 
  "serverLaunchTimeout": 5000, 
  "filterStdout": false, 
  "filterStderr": true, 
  "targetArchitecture": "arm", 
  "stopAtEntry": false, 
  "externalConsole": false, 
  "MIMode": "gdb", 
  "MIDebuggerServerAddress": "localhost:2331", 
  "cwd": eed_wio_terminal\\Debug", 
  "MIDebuggerPath": ne-eabi-gcc\\7-2017q4/bin\\arm-none-eabi-gdb.exe", 
  "MIDebuggerArgs": "", 
  "debugServerPath": "d:\\arm\\SEGGER\\JLink_V620b\\JLinkGDBServer.exe", 
  "debugServerArgs": "-select USB -device ATSAMD51P19 -if SWD -speed 4000 -noir", 
  "program": terminal/Debug/WioWiFiAnalyzer.ino.elf", 
  "logging": { 
    "moduleLoad": false, 
    "trace": false, 
    "engineLogging": false, 
    "programOutput": false, 
    "exceptions": false, 
    "traceResponse": false 
  }, 
  "visualizerFile": eed_wio_terminal\\Debug\\debugger_tmp.natvis", 
  "showDisplayString": true 
}