Thank you guys for your answers!
I don’t expect that my problems come from “octopus” wiring/cableling rather than an ESP8266 issue together with Segger J-Link and Windows 10 driver and VisualGDB… It all looks quite shaky and unstable to me. And I don’t like the kind of problems. I would like to focus on my application.
I triple checked my wiring and I still can’t find an error (I made one silly mistake at the beginning, but since then couldn’t find a mistake in wiring).
I don’t want to loose too much time here and I do not want to buy a new debugger hardware. So I may try debugging over serial interface / UART. I hope this is more stable?
Again: many thanks to you for the support.