The debug viewer for Cortex-M0.

Nothing really leaps out as a reason why it wouldn't work for you. I tried this with a Microchip SAMC21N using CMSIS-DAP (I don't have any ST boards). My test was a little more minimal than yours. I got output in the debug window and in the event recorder window, although it took a few seconds to show up after running from main. Is it possible that something in your HAL_init() is causing EVR to not work? Can you generate any other EVR messages?  

#include "stdio.h"
#include "EventRecorder.h"

int main(void)
{
   EventRecorderInitialize(EventRecordAll, 1);
   printf("Hello, world!\n");
   for (;;) {
      ; // Do nothing.
   }
   return 0;
}

https://www.keil.com/pack/doc/compiler/RetargetIO/html/_retarget__examples_er.html

Thank you very much for your answer sincerely.

I appreciate your answer really.

Thank you again.