Converting ST-Link to J-Link
The on-board ST-Link can be converted to J-Link. It allows most J-Link features including the Ozone debugger.
How to convert:
https://www.segger.com/products/debug-probes/j-link/models/other-j-links/st-link-on-board/
Once the conversion is completed without any issue, you should be able to find the SEGGER USB device.
While the default HW configurations of ST boards in Zephyr are to use ST-Link, the west toolchain has an option to specify J-Link instead of ST-Link. For example, to flash the image using J-Link.
west flash --runner jlink
Ozone Debugger: This free arm debugger is handy, and it supports Linux as well. Download Link: https://www.segger.com/products/development-tools/ozone-j-link-debugger/
J-Link settings for the STM32 board may look like this.