My request is - If someone has any info regarding this matter, namely - how to do this, examples, info, - please share it.
It isn't something I've used myself, but you can access TRACE functionality from JLinkExe on the command-line with an appropriate J-Trace debugger.
Checking the list of commands from the tool, I can see:
---- TRACE -----------
TClear TRACE - Clear buffer
TSetSize TRACE - Set Size of trace buffer
TSetFormat TRACE - SetFormat
TSR TRACE - Show Regions (and analyze trace buffer)
TStart TRACE - Start
TStop TRACE - Stop
Another platform-neutral option is the free (if you have a supported debugger, which the J-Trace is) Ozone graphical debug tool from Segger, which you can use to point to a Zephyr image, and then access the trace features from the Tools > Trace Settings menu item, setting the source to Trace Pins.