No file build/zephyr/zephyr.hex created when building, which is necessary to generate the RCP firmware package

I'm following the instructions to build a co-processor using the nRF52840 dongle, on Ubuntu 22.04:
https://docs.nordicsemi.com/bundle/ncs-2.9.0/page/nrf/protocols/thread/tools.html#ug-thread-tools-tbr

In step 3b, you have to generate the RCP firmware package using the following command:
nrfutil pkg generate --hw-version 52 --sd-req=0x00 \
 --application build/zephyr/zephyr.hex --application-version 1 build/zephyr/zephyr.zip

Running this gives the following error:
FileNotFoundError: [Errno 2] No such file or directory: 'build/zephyr/zephyr.hex'

I've tried rebuilding, but the build/zephyr directory only contains kconfig. For building I used the command:
west build -p always -b nrf52840dongle/nrf52840 nrf/samples/openthread/coprocessor/

In which I could not find any errors or failed executions.

Does anyone know how to solve this?

Thanks in advance!

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