I was able to get this working this morning, with an example program, I found on Github. By way of encouragement for like minded individuals.
Took quite a while of searching through all the relevant settings to make sure the correct PKOB was selected, optimizations off, software breakpoints enabled to allow software stepping over function calls, etc.
I did have to upgrade to the latest greatest Mplabx, for this to work properly (MplabX 5.45).
I noted this response from the debug adapter on the board (nEDBG). There did seem to be an issue with firmware upgrade stalling, but then (maybe) being OK?
Currently loaded versions:
Application version...........1.21.37 (0x01.0x15.0x25)
Tool pack version .............1.6.222
Target voltage detected
Can anyone confirm this is the most recent firmware for the debug probe on the board?
I'm not sure that the command line tools to upgrade the nEDBG support on the board, work the same on linux as Windows?