I'm running into a similar issue. I have an esp-Wrover-Kit. I installed Msys32 and esp-idf using the versions in the espressif instructions.
I start bash and enter :
bin/openocd.exe -f share/openocd/scripts/interface/ftdi/esp32_devkitj_v1.cfg -f share/openocd/scripts/board/esp32-wrover.cfg

I get ...