nRF52840 DK cannot run Direct Test Mode APP in nRF connect for Desktop

Hello

I got a nRF52840 DK and try to use Direct Test Mode APP (v2.0.3) in the nRF Connect for Desktop (v3.12.0).

However, it always says "Can not communicate with device. Make sure it is not in use by another application and it has a Direct Test Mode compatible firmware".

It seems that Uploading image through Jlink process is always 0%.

Does that means I need to connect the Jlink to the nRF52840 DK, apart from the micro-USB connection? 

Hope someone could help answer this question.

Many thanks for your support. 

Logs

=====================================================================================================
19:22:50.099
Validating firmware for device with s/n 001050238327
19:22:54.258
{"chip_erase_mode":"ERASE_ALL","qspi_erase_mode":"ERASE_NONE","reset":"RESET_NONE","verify":"VERIFY_NONE"} 100%
19:22:54.258
Uploading image through JLink: 0%
19:22:54.475
Device programming completed.
19:22:54.479
Device selected successfully
======================================================================================================
Error message

Hardware picture

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