After downloading the target program yellow arrow or bar marking the instruction pointer does not appear, also not during single stepping or halt at breakpoint.

This is possibly caused by 'SentinelOne(R)' an Endpoint Security product used in your IT infrastructure. Putting ude.exe and/or UDEVisualPlatform.exe on the exception list of 'SentinelOne(R)' Endpoint Security product solves the issue.