Klipper flashes but won't boot on custom STM32F042 board

I’m not a real embedded engineer.

I guess, MCU would boot from zero address and expect the bootloader here (like katapult), and this bootloader can boot things from 8kb offset.
If you flash Klipper without a bootloader, it should be flashed from the start (and compiled this way).

At least this is what I did with exactly the same chip: Cartographe V3: Reverse engineering

Hope that helps.