I ran first-setup.sh again, because that was where I first encountered

the error "I can't find file `core-swd'."

It gave the same error again, even after running the four commands you
suggested, Wolfgang.

I don't know the setup well enough to know whether this means that the
problem was not solved, or whether it means that the problem was solved
by the four commands but was unsolved by first-setup.sh.

Lars