I don't think you need a special debugger, but I am not sure.
Are you in the US? I can ship you the debugger below to a US address. I can't find it on the distributor channels yet, but I can get a few samples from Renesas for community guys like you.
Update 12/7: I heard that it may take another 2-3 weeks before the debuggers are in the distributor channels. I think they may be $60 when you buy it, but there will be coupon codes. @DongLiang you're in the US, I can ship you the Renesas debugger for free. I don't know if the J-Link device you have will work, but the Renesas debugger will work with the S5D9. Send me a DM with your US mailing address if you need a Segger debugger.