@neverdie
It's a new J-link but I did update it to the latest version when I unboxed it.
Like you say - I must be close, but something is definitely wrong.
For my next test I'll try connecting wires directly to a naked NRF module. I do have some NRF Prototype modules and some different modules other than the Ebytes. At least if they all give me the same result I know the problem has got to be at the PC/Programmer end.
I do also have an ST-Link V2 which I may as well have a try with.