HAL_Delay does not work

I think the Systick management changed depending on the version of STM32CubeIDE.

Otherwise, make your own to be free from uncontrollable changes, use your own timer, and at the same time, implement microsecond delays, which is quite handy.

Here is a simple example from STM32L4R (48MHz SYSCLK) using Low Power Timer to make delays (which could have a callback). One shot mode.

//=================== LPTIM2 to replace the NOPs() by interrupt events (master mode only)
extern LPTIM_HandleTypeDef hlptim2;
 
void SPIP_LPTIM2_Init(void) {
 LPTIM_HandleTypeDef* hlptim = &hlptim2;
 // Set the LPTIM2 clock to PCLK because HSI16 is off
// RCC->CCIPR &= ~(3<<20);
// RCC->CCIPR |= (0<<20); 48 MHz = MSI = APB
 HAL_NVIC_SetPriority(LPTIM2_IRQn, 0, 0);
 HAL_NVIC_EnableIRQ(LPTIM2_IRQn);
 
 /* Set WAVE bit to enable the set once mode */
 hlptim->Instance->CFGR |= LPTIM_CFGR_WAVE;
 
 /* Enable Autoreload match interrupt */
 hlptim->Instance->ICR |= 0x0002; // ARRMCF clear flag 
 __HAL_LPTIM_ENABLE_IT(hlptim, LPTIM_IT_ARRM);
 
 /* Enable Compare match interrupt */
// __HAL_LPTIM_ENABLE_IT(hlptim, LPTIM_IT_CMPM);
 
 /* Enable the Peripheral */
 __HAL_LPTIM_ENABLE(hlptim);
}
 
void SPIP_LPTIM2_SetDelay_us(uint32_t delay_us) {
 LPTIM_HandleTypeDef* hlptim = &hlptim2;
 
 if(delay_us*48>0xFFFF) TrapError(); // change the clock prescaler if looking at more than one milisecond
 if(delay_us==0) return; // done
 
 /* Enable Autoreload match interrupt */
 __HAL_LPTIM_ENABLE_IT(hlptim, LPTIM_IT_ARRM);
 
 /* Enable Compare match interrupt */
// __HAL_LPTIM_ENABLE_IT(hlptim, LPTIM_IT_CMPM);
 
 /* Enable the Peripheral */
 __HAL_LPTIM_ENABLE(hlptim);
 
 /* Load the period value in the autoreload register */
 __HAL_LPTIM_AUTORELOAD_SET(hlptim, delay_us * 48);
 
 /* Start timer in single shot mode */
 __HAL_LPTIM_START_SINGLE(hlptim);
}
 
 
void HAL_LPTIM_AutoReloadMatchCallback(LPTIM_HandleTypeDef *hlptim) { 
 // Timer is one shot mode, so it should trigger only once after kitstarted
 __HAL_LPTIM_DISABLE_IT(hlptim, LPTIM_IT_ARRM);
 
 NOPs(1);
}
 
void LPTIM2_IRQHandler(void) { 
 HAL_LPTIM_IRQHandler(&hlptim2); // ==> HAL_LPTIM_AutoReloadMatchCallback(&hlptim2); 
}

So the STM32CubeIDE does not work? Or at least the SysTick does not work? Or can't I use interrupts while debugging.

Check out similar post, this is not the first one about "HAL_Delay() is broken"

HAL usually uses timer6 for its timings. Systick is "reserved" for OSes, but F030 doesn't seem to have timer6. And CubeMX seems to use Systick by default. Have you checked the start.S if there is a systick vector? and is Systick enabled? Usually HAL timer is started in HAL_init().