You rock dude! I have it working thanks to your help.
Blinky works. On Windows 10 Anniversary Edition, I needed to select "Run As Administrator".
This was easier to debug for me with the J-Flash Lite as the error message was right there in the Log. I'm assuming there is a similar problem with the e2 Studio debugger access to the USB port.
I'm going to Fry's now and buy a new SSD so I can install Windows 7 on it. I've had a similar problem with another developer application that accessed the USB port on Windows 10. I am using a fresh install of Windows 10 for the test, so I don't think the problem is limited to me.
I'm assuming most people at Renesas are using Windows 7 for development and testing?
Thanks.