and finally I choose the correct configuration - ESP-IDF GDB OpenOCD Debugging, with default settings - all worked out well.

So partly issue resolution can be found in https://github.com/espressif/openocd-esp32/issues/223
openocd-esp32-win32-0.11.0-esp32-20211220-1339-g187c87957 version

But there is another problem now: After application uploading debug output looks like this:
Info : esp32.cpu0: Debug controller was ...

Hello!
Trying to debug ESP32 simple blink app, no luck so far. Console output:
Open On-Chip Debugger v0.11.0-esp32-20211220 (2021-12-20-15:43)
Licensed under GNU GPL v2
For bug reports, read
http://openocd.org/doc/doxygen/bugs.html
DEPRECATED! use 'adapter driver' not 'interface'
DEPRECATED! use ...

Im lunching mqqt example, getting constantly message No PING_RESP, disconnected , even though MQTT service functioning (reconnecting constantly, but still)
Ive added some debug lines in mqtt_client.c,
ESP_LOGE(TAG, "\r\n in mqtt_write_data() \r\n Platform: %llu,client_tick: %llu, keepalive: %d,\r\n ...

manage to find a problem. My MQTT-server host had a firewall, so connection was rejected...

So Im trying to launch an example of MQTT client (mqtt/tcp example). And constantly getting an error :
MQTT_CLIENT: Error transport connect . Is there something Im doing wrong?

I (10875) wifi: AP's beacon interval = 102400 us, DTIM period = 1
I (11855) tcpip_adapter: sta ip: 192.168.198.21, mask ...

I have a similar problem. And Bluetooth PAN seems to be a solution. But is there some sample code for ESP32?