It seems I have to shelve the goal of using the Arduino IDE 2.0 for debugging, at least for now… 
Would anyone please correct me if I am wrong: the bootloader seems to set a bit that makes it impossible for the debugger to read the flash memory (I thin it’s called the “readout protection” RDP). This is a possible reason for me bricking the board with the ST-Link probe, since I removed the bit which erased the flash. This is a precaution against hacking into the flash and stealing secrets (like password, user data and so on) which is nice if you sell IoT devices but a little over the edge in a robotics prototype… 
I switched away from the ST-Link probe to some tools that I am more familiar with (Segger J-Link & Ozone)…
…and, as expected, ran into this…
…but finally could upload an easy Blink sketch (both *.bin and *.elf are needed) and ended in the Segger Ozone debugger:
Not the slickest mode to work in, but at least I can see whats going on under the hood…