RX65N - e2studio using GCC SEGGER JLink debugging issues

We are using RX65N in our design and we have wired up all JTAG lines to programming connector including FINE line.

Issue that we are having is that we can program device using SEGGER JLink if we select debugging using FINE but as program is about to jump into debugger we get and error:

"Cannot Reset MCU"

This is the same if we use full JTAG line or just FINE using SEGGER J-Link.

Has anyone managed to use SEGGER JLink with RX65N or similar MCU ?