Hi Mik,
I see you tried a lot of options to get it working. I would try to change the frequency reasonable numbers. 20 kHz may be too slow for some reason (maybe some timeout would occur). Go to 1000 kHz, I was running on 5000 kHz fine with some 10 cm long cables.
In the meantime, I am not using the J-link anymore, I switched to ESP-prog. Anyway the Zadig procedure was very similar. There are 2 interfaces, and only one needs to be replaced (for my case it was Interface 0). This may be bit different on J-link (I don’t remember this detail anymore).
Pictuse how it looks like for ESP-prog, it works in this state:
Also keep in mind that Windows sometimes forgets the driver replacement, so check again in zadig if it is replaced correctly. This also happens I use different USB port.
Another thing possibly is that you may need to update FW in your J-link.
Good luck with debugging, I hope you will make it work!