There are at least two revisions of the B-L475E-IOT0A board. Earlier boards (version C) have rather critical bug in the hardware, so the STLink-V2 does not work. This is because the NRST net between STLink and the main MCU is missing in the version C board. For more information, check the manual. Unfortunately the manual didn’t describe how to fix it, although it is rather straightforward.

Grab a soldering tools and connect two points shown below.

On the schematic, these two points correspond to

and