@Dandy
This is "classic" Amiga forum so most users here see it from "classic" view of point.
Anyway, JTAG is just an interface to debug boards. It can be part of Amiga expansion boards or to anything you can wish for. But you need JTAG programmer cable and software to use JTAG programmer. You can get USB models for 1500 EUR, PCI debuggers used to be cheaper and I guess there is some free software for Linux you can use for this task. With JTAG you can run software from the host computer on your dev board, examine memory, set breaking points etc. Very handy for software development.
To use JTAG debugger you can have graphical development environment or use command line. Command line is just used to upload software, set breakpoints and other stuff you know. The target enviroment itself is not executing those commands.
OS4 dont have JTAG software but I believe you can use PC or even some Linux distro on X1K if there are free drivers not locked to x86. So called "classic" Amiga is probably too slow to debug your SW in real time (i.e. to get debug prints via JTAG) but you dont really need fast machine to use JTAG. But as usual your problem is lack of software and lack of drivers to use JTAG programmers. I dont think there is going to be any.