I've seen numerous references in documentation to the ability of ICEPick to directly perform a cold reset, e.g. (from sprugz8e page 475):
2.7.5 Emulation Cold Reset (ICEPICK POR)
The source for this reset is on-chip emulation logic. This reset is same as POR reset. Only difference is that ICEPICK POR reset does not affect emulation logic and efuse.
Note that this is different from a normal (software or hardware) cold reset, which does reset emulation logic and is very fatal to your debug session (not uncommonly leading to CCS crashing).
But how does one trigger this reset? I can only find the ICEPick warm reset (aka "system reset") and various local resets.