The link you provided doesn't seem to solve my problem. I am able to program PSoC 4 and PSoC 6 devices using the J-Link, it's only PSoC 5 LP that doesn't work.
Can you try disabling the 'Store configuration data in ECC memory' in systems tab.
If true, device configuration data will be stored in ECC memory to reduce main FLASH memory usage. Error correction may not be used when this option is enabled.
Flash configuration data is stored at flash location 0x8000 0000
Thanks! That solved my issue.