Issue debugging with GDB

Hello everyone.

I have a working project under Keil, I can compile, run, debug etc... It uses the soft device from Nordic + my application. I changed the entire architecture of the project and migrated it in vscode with CMake. I integrated ARMCC toolchain in vscode. I can compile, but when I launch a debug session, I have this warning :

I am using Cortex Debug extension, which uses GDB.

RW_IRAM1 is indeed outside the load region in my scatter file : 

; *************************************************************
; *** Scatter-Loading Description File generated by uVision ***
; *************************************************************

LR_IROM1 0x00026000 0x00051FFF  {    ; load region size_region
  ER_IROM1 0x00026000 0x00051FFF  {  ; load address = execution address
   *.o (RESET, +First)
   *(InRoot$$Sections)
   .ANY (+RO)
  }
  RW_IRAM1 0x200025E8 0x0000D868  {  ; RW data
   .ANY (+RW +ZI)
  }
}

When I debug with Keil, it goes well. I tried to create two separated load regions, one for rom, one for ram. I can debug, but the program doesn't run anymore (I reported the changes in the scatter file in keil, and the working program doesn't work). Sttrange thing is : when I try this with a trivial application (blinky led) it works, so I assume problem comes with the use of the soft device. 

Does anyone knows how to make things works? I am running out of ideas here. I can provide a lot of things (compilation commands, link commands, debug commands, chunks of .map file etc ....)