This problem can be caused by not reading the correct device ID, in which case the 0xNNN above will be 0x000. Obviously those files do not exist. See solution here.

Another reason reason might be that STM32CubeProgrammer and STM32_Programmer_CLI try to use the incorrect (relative) paths. Some versions of the programs relied on using paths relative to the current directory and not the install directory.

A workaround is either to run the programs from the installation directory or symlink the missing files to a location where the programs try to look for them. The debug log messages give an indication for what these locations are.

The files actually are in the $(STM32Cube)/STM32CubeProgrammer/ Data_Base/ and $(STM32Cube)/STM32CubeProgrammer/bin/FlashLoader/ directories.

Solution: Use SWD with reduced clock speed.

Mind you, I have only encountered this problem when trying to program STM32 clones, so an alternative solution may be to only use genuine ST devices purchased from reputable sources.