Can't set breakpoints

I am working with the Nordic board PCA10040 using Keil V5.23.0.0.
After updating the JLink firmware (requested) Keil stopped allowing breakpoints.
I installed latest Segger software 6.30 and it didn't fixed it.
I have optimization disabled. What ever I do I can't get back to the state where I had breakpoints.
What else could have changed the behavior of Keil?

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