ESP-Prog does not show up in Devices

It should show up. Maybe modify the drivers back to the original ones in Zadig back to FTDIBUS if you’ve changed the driver for both interfaces.

The correct method is also displayed in ESP32 & PIO Unified Debugger - #20 by botofancalin.

No, the USB COM port shows up without the device being connected to anything. The USB device will be there regardless. (Except when you try and power a target device with the serial adapter and it can’t provide enough current so the USB device ejects immediately on overcurrent).