Debugging Tools for Raspberry Pi Pico
OpenOCD: https://github.com/raspberrypi/openocd
compiler/bin/* - arm-none-eabi-gcc for Windows
blink.elf - sample elf file with C symbols (-g) for arm-none-eabi-gdb on Windows
diag.bat - launcher for arm-none-eabi-gdb on Windows
gdb.txt - command file for arm-none-eabi-gdb on Windows
openocd.sh - launcher for OpenOCD on Raspberry Pi OS (was missing -c "bindto 0.0.0.0")
Additionally, you may need to open port 3333 in Incoming/Outgoing TCP/UDP
in Windows Firewall and whichever other firewalls are present on your network.
Tested working through a Wi-Fi extender and several network switches.