Hi John Finiello,
Are you trying to do hardware debugging using Jlink? Or you just wanted to download the mesh demo application into your board?
If you are not starting hardware debugging session, then please disable the hardware debugging. You can do this in following methods.
In WICED: remove the DEBUG=1 from the make target string.
In Modus1.1: Go to change application settings and uncheck the debug option.
In Modus2.0: change ENABLE_DEBUG?=0 in the makefile.
If you are trying to launch a debugging session and you are getting the error then please describe the steps you have followed.
Also you can refer Not able to Debug and test the SPP code on CYW920719Q40EVB-01 board using Jlink EDU mini for detailed steps for WICED hardware debugging.