Hello,
That doc that you are referring to is old and Zylin Embedded debug (Native) is no longer supported.
Please refer to section 3 of the attached document which explains about the available debug method in the FX3 SDK as of now, Segger J-Link and OpenOCD.
The document can also be found at the path: C:\Program Files (x86)\Cypress\EZ-USB FX3 SDK\1.3\doc\firmware\EzusbSuite_UG.pdf
You can use OpenOCD instead of Zylin Embedded debug (Native) to debug your firmware and check if there is a satisfactory result with it.
Please follow the user guide strictly.
Regards,
Yashwant
