I don't think Ozone can be used with the base Segger model - the Edu:
Ozone Licensing
Ozone can be used with J-Link PLUS, ULTRA+, PRO and J-Trace. With other J-Link models, Ozone can be used without restriction for evaluation purposes or after purchasing the J-Link RDI license, that includes the Ozone license. In evaluation mode, you will see the following screen each time a debug session is started:
I have been playing more with the debugger today and it has the irritating licensing window popping up, which you can suppress for the rest of the day.
It was quite cheap, about £60, so it's OK, but I think I will stay with the STLINK V3 which actually works fine.