Looking for part number of 0.05 pitch of SWD and STDC14 headers
I found the following parts (with the key in the middle and without sides) for soldering on the target boards:

Samtec FTSH-107-01-L-DV-K: is the SMD connector with 14 pins (STDC14), however:

Samtec FTSH-107-01-L-DV-K-TR is what I found first
Samtec FTSH-107-01-L-DV-K-A  is the model as described in STLink V3Set documentation


Samtec FTSH-105-01-L-DV-K-TR is the SMD connector with 10 pins (ARM10)

Also, I found the following pars for making flat ribbon adapter cables:

Harwin M50-3300542 (10 pin, 2 rows header)
Harwin M50-3300742 (14 pin, 2 rows header)
Harwin ‎M20-1060400 or JST RE-04‎ (4 pin, 1 row cable connector) : for making an adaptor to BluePill

Existing cables:

STDC14 to STDC14: Samtec FFSD-07-D-05.90-01-N-R