OK, I found the mapping. https://www.segger.com/products/debug-probes/j-link/accessories/adapters/intel-fpga-adapter. What wasn’t clear earlier is TRGNCE & TRGNCSO.
But apparently, the JLink 9.3 I have doesn’t support Cyclone IV.

Connecting to J-Link via USB…O.K.
Firmware: J-Link V9 compiled May 7 2021 16:26:12
Hardware version: V9.30
J-Link uptime (since boot): N/A (Not supported by this model)
S/N: 269305968
License(s): FlashBP, GDB
OEM: SEGGER-EDU
VTref=2.534V
Type “connect” to establish a target connection, ‘?’ for help
J-Link>connect
Please specify device / core. <Default>: CORTEX-A9
Type ‘?’ for selection dialog
Device>?
Please specify target interface:
J) JTAG (Default)
S) SWD
T) cJTAG
TIF>J
Device position in JTAG chain (IRPre,DRPre) <Default>: -1,-1 => Auto-detect
JTAGConf>
Specify target interface speed [kHz]. <Default>: 4000 kHz
Speed>1000 khz
Device “CYCLONE V” selected.
Connecting to target via JTAG
ConfigTargetSettings() start
ConfigTargetSettings() end – Took 9us
TotalIRLen = 10, IRPrint = 0x0155
JTAG chain detection found 1 devices:
#0 Id: 0x020F20DD, IRLen: 10, Unknown device
Connect failed. Resetting via Reset pin and trying again.
ConfigTargetSettings() start
ConfigTargetSettings() end – Took 4us
TotalIRLen = 10, IRPrint = 0x0155
JTAG chain detection found 1 devices:
#0 Id: 0x020F20DD, IRLen: 10, Unknown device
****** Error: CPU-TAP not found in JTAG chain
Error occurred: Could not connect to the target device