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I decided to roll back the BMDA testing to a minimum configuration, involving VSCode, PowerShell, and MSYS2 shell was stepping into areas with their own learning curve and challenges.

So, I went with the simplest of shells, the Windows (formally DOS) Command Line (cmd.exe).

First I checked the "PKG_CONFIG_PATH" variable value in the shell, I found what appeared to be a couple of errors in the environment variable "PKG_CONFIG_PATH". First, the variable doi not have a drive specification, I thought this was a good idea since all my working folders are on a secondary drive. Second, at some point we decided to use the UCRT64 toolchain and had not changed "PKG_CONFIG_PATH" to reflect this. With these corrects the variable looks like:

D:\DataRoot\Projects\blackmagic\src>echo %PKG_CONFIG_PATH%
c:/msys64/ucrt64/lib/pkgconfig

Browsing the MSYS2 installation folder to that folder reveales the libusb-1.0.pc and libftdi1.pc files required by "pkg-config." Note that the "hidapi" library is not installed at present, ho

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Usage: D:\DataRoot\Projects\blackmagic\src\blackmagic.exe
	[-h | -l | [-vBITMASK] [-d PATH | -P NUMBER | -s SERIAL | -c TYPE]
	[-n NUMBER] [-j] [-C] [-t | -T] [-e] [-p] [-R[h]] [-H] [-M STRING ...]
	[-E | -w | -V | -r] [-a ADDR] [-S number] [file]]
						
	Probe selection options (if used choose one):
	-d, --device		<path> Use a serial device at the given path (Deprecated!)
	-P, --probe			<number> Use the <number>th debug probe found while scanning the
							system, see the output from list for the order
	-s, --serial		<serNumber> Select the debug probe with the given serial number

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Usage: D:\DataRoot\Projects\blackmagic\src\blackmagic.exe [options]
	-h, --help		This help
	-l, --list		List available supported probes
	-v, --verbosity	<bitmask> Set the output verbosity, some combination of:
						1 = INFO, 2 = GDB, 4 = TARGET, 8 = PROBE, 16 = WIRE
						
	Probe selection options (if used choose one):
	-d, -device		<path> Use a serial device at the given path (Deprecated!)
	-P, probe		<number> Use the <number>th debug probe found while scanning the
                        system, see the output from list for the order

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Usage: D:\DataRoot\Projects\blackmagic\src\blackmagic.exe [-h | -l | [-vBITMASK] [-d PATH | -P NUMBER | -s SERIAL | -c TYPE]
  [-n NUMBER] [-j] [-C] [-t | -T] [-e] [-p] [-R[h]] [-H] [-M STRING ...]
  [-E | -w | -V | -r] [-a ADDR] [-S number] [file]]

Single-shot and verbosity options [-h | -l | -vBITMASK]:
        -h              Show the version version and this help, then exit
        -l              List available supported probes
        -v<bitmask>     Set the output verbosity level based on some combination of:
                          1 = INFO, 2 = GDB, 4 = TARGET, 8 = PROBE, 16 = WIRE

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PS D:\DataRoot\Projects\blackmagic\src> make PROBE_HOST=hosted CC=gcc
  CC      platforms/pc/cl_utils.c
  CC      platforms/pc/utils.c
  CC      platforms/hosted/bmp_remote.c
  CC      platforms/hosted/remote_swdptap.c
  CC      platforms/hosted/remote_jtagtap.c
  CC      platforms/hosted/bmp_serial.c
  LD      blackmagic
C:/Program Files (x86)/mingw-w64/i686-8.1.0-posix-dwarf-rt_v6-rev0/mingw32/bin/../lib/gcc/i686-w64-mingw32/8.1.0/../../../../i686-w64-mingw32/bin/ld.exe: adiv5.o: Relocations in generic ELF (EM: 40)
C:/Program Files (x86)/mingw-w64/i686-8.1.0-posix-dwarf-rt_v6-rev0/mingw32/bin/../lib/gcc/i686-w64-mingw32/8.1.0/../../../../i686-w64-mingw32/bin/ld.exe: adiv5.o: Relocations in generic ELF (EM: 40)   

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PS D:\DataRoot\Projects\blackmagic\src> make PROBE_HOST=hosted CC=gcc
  CC      platforms/pc/serial_win.c
  CC      platforms/pc/cl_utils.c
In file included from platforms/pc/cl_utils.c:37:
platforms/pc/cl_utils.c: In function 'cl_help':
platforms/hosted/bmp_hosted.h:54:38: error: implicit declaration of function 'L' [-Werror=implicit-function-declaration]
 #define PRINT_INFO(fmt, ...) wprintf(L(fmt), ##__VA_ARGS__)
                                      ^
platforms/pc/cl_utils.c:133:2: note: in expansion of macro 'PRINT_INFO'
  PRINT_INFO(

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<<<<<<<<<<<<<<<< Startup pof the Powershell CLI: >>>>>>>>>>>>>>>>>>>>

Windows PowerShell
Copyright (C) Microsoft Corporation. All rights reserved.

Try the new cross-platform PowerShell https://aka.ms/pscore6

Setting PYTHONNOUSERSITE, was not set
Using Python in C:/esp/tools/.espressif/python_env/idf4.2_py3.8_env/Scripts
Python 3.8.7

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  #   Probe                       Unique ID
---------------------------------------------
  0   Segger J-Link-OB-SAM3U128   483124667
  1   Segger J-Trace Cortex-M     203200575

Enter the number of the debug probe or 'q' to quit> 1
0009285:WARNING:board:Generic 'cortex_m' target type is selected by default; is this intentional? You will be able to debug most devices, but not program  flash. To set the target type use the '--target' argument or 'target_override' option. Use 'pyocd list --targets' to see available targets types.
0009285:INFO:board:Target type is cortex_m
0010362:INFO:dap:DP IDR = 0x2ba01477 (v1 rev2)
0010377:INFO:ap:AHB-AP#0 IDR = 0x24770011 (AHB-AP var1 rev2)

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INFO: Open USB 046d:c318 class  0 failed
BMP hosted v1.7.1-116-g897b3ca42
 for ST-Link V2/3, CMSIS_DAP, JLINK and LIBFTDI/MPSSE
Using 1366:0101 000203200575 SEGGER
 J-Trace CM3
 Send (  1): 01 Rec (2/2)7000
 Rec (112/112)4a2d547261636520.436f727465782d4d.205265762e332063.6f6d70696c656420
J-Trace Cortex-M Rev.3 compiled Nov 23 2017 16:43:50
 Send (  1): e8 Rec (4/4)b77bfef9
Caps f9fe7bb7

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INFO: Open USB 046d:c318 class  0 failed
BMP hosted v1.7.1-116-g897b3ca42
 for ST-Link V2/3, CMSIS_DAP, JLINK and LIBFTDI/MPSSE
Using 1366:0101 000203200575 SEGGER
 J-Trace CM3
 Send (  1): 01 Rec (2/2)7000
 Rec (112/112)4a2d547261636520.436f727465782d4d.205265762e332063.6f6d70696c656420
J-Trace Cortex-M Rev.3 compiled Nov 23 2017 16:43:50
 Send (  1): e8 Rec (4/4)b77bfef9
Caps f9fe7bb7