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Not able to use Programmer to update modem firmware

Disclosure. I am new to firmware develoment. My experience is in cloud development.

I just bought a Thingy91. I registered online using nRF Cloud. The modem communicates find and I can see the sensor data such as air pressure and temperature. I see this in the updates section:

Your device is currently set for "FOTA_V1". We have upgraded the plaform to "FOTA_V2". To use the new FOTA update mechanism, use the latest version of NCS.

I have installed the nRF Connect and the SDK. I have installed Programmer and have followed the instructions to update the modem. Here is the log messages:

2021-03-18T22:43:12.600Z INFO Application data folder: /Users/bwhitney/Library/Application Support/nrfconnect/pc-nrfconnect-programmer
2021-03-18T22:43:12.647Z INFO Using nrfjprog library 10.12.1, pc-nrfjprog-js 1.7.6
2021-03-18T22:43:12.828Z DEBUG App pc-nrfconnect-programmer v1.4.8 official
2021-03-18T22:43:12.828Z DEBUG App path: /Users/bwhitney/.nrfconnect-apps/node_modules/pc-nrfconnect-programmer
2021-03-18T22:43:12.828Z DEBUG nRFConnect 3.6.1 is supported by the app (^3.6.0)
2021-03-18T22:43:12.828Z DEBUG nRFConnect path: /Applications/nRF Connect.app/Contents/Resources/app.asar
2021-03-18T22:43:12.828Z DEBUG HomeDir: /Users/bwhitney
2021-03-18T22:43:12.828Z DEBUG TmpDir: /var/folders/4_/b6hwghnj0m9510p7kymznfpr0000gn/T/
2021-03-18T22:43:13.644Z VERBOSE Could not fetch serial number for serial port at /dev/tty.BrentsiPhone-WirelessiAP
2021-03-18T22:43:13.644Z VERBOSE Could not fetch serial number for serial port at /dev/tty.Bluetooth-Incoming-Port
2021-03-18T22:43:13.644Z VERBOSE Could not fetch serial number for serial port at /dev/tty.BrentsiPhone-WirelessiAP-1
2021-03-18T22:44:06.060Z INFO Target device closed.
2021-03-18T22:46:07.832Z INFO Modem DFU starts to write...
2021-03-18T22:46:07.833Z INFO Writing /Users/bwhitney/Downloads/thingy91_fw_2021-03-04_8e8c6089/mfwnrf9160123.zip to device
2021-03-18T22:46:20.302Z ERROR MCUboot DFU failed. Please make sure that the device is in MCUboot mode and try again.

I made sure to have pressed SW3 when powering on the Thingy91 to put it into MCUBoot mode, and confirmed the blue light didn't start flashing. 

Not sure what to try. I don't have a debug probe which some articles point to me needing to resolve this issue.

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