Hm first of all I think that connecting the TXD from the ESP-Prog to the RXD of the ESP32 might be bad idea if the on-board USB-UART bridge tries to drive the output as well. But only RXD->TXD (ESP) should be good (2 receivers). Also a common GND must be there, but if you are connected to the JTAG board you already have common GND.
Do you see any activity on the LEDs (https://github.com/espressif/esp-iot-solution/blob/master/documents/evaluation_boards/ESP-Prog_guide_en.md#325-led-status-indication) when the esp-prog UART is connected to the ESP and the ESP prints something?
There might also still be a driver issue, so try re-plugging the board. In the initial state both FT2232HL channels should be seen as COM ports, whereas the lower comport number is the JTAG channel and the higher one is the UART channel. When you change the drivers from Interface0 using Zadig, the higher COM port should still remain there unchanged. Is that the case?
Edit: Ah. Actually the signal labeled “ESP_TX” is the RX of the FT2232HL chip and needs to go the actual TX of the ESP32 board. So try flipping these around.
