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Yes, you can debug the device with SWD signals on J13 of the 20735Q60EVB. For the FW settings, you may refer to the following thread for CYW20719, it is similar with CYW20735: Cypress CYW920719Q40-B1 eval kit debugging
We also recommend you to use the BTSpy for the debug which will print the stack information log for you. You may refer the document in the WICED-Studio\Doc\CYW920735Q60EVB_01-Kit-Guide.pdf on chapter 2.6.7 for details.