Hi,
As this is a fairly rare scenario, VisualGDB doesn’t offer a dedicated GUI setting for it, however the “Advanced Settings” section lets you customize the command line that VisualGDB will use when running the Segger GDB server. Please see the Segger documentation for an option that allows setting the JTAG scan chain position and explicitly add it to the command line in VisualGDB settings. If you are not sure, please double-check it with Segger support, as they have a better knowledge of the Segger gdb stub internals.
Once you add the extra command line flag, you will still be able to use the regular VisualGDB settings (e.g. debug interface or FLASH programming mode).