@jltx I'm glad you have it working. I was in the process of typing up the following reply. You may find some of it of use...
What height from your nozzle (or other z=0 point) do you have the coil mounted? You may find that mounting it higher gives you a better working range. At the moment you are setting the trigger height to 2mm in your G31 command and are calibrating with M558.1 over a range of +/-1.5mm this means you will need the probe to provide valid readings with the nozzle 0.5mm above the bed and all points from there to above your dive height of 15mm. This may not be possible.
You may be able to make it work by setting the trigger height to a higher point. I'd try increasing that to say 3 or 4mm. Try changing the G31 Z parameter to 4 and then re-run the coil drive calibration with the nozzle at Z=2.5, then check that you still get valid readings at z=17.5. If all of that looks ok, then rerun M558.1 which should now calibrate at a height of 4mm rather than 2mm.
What amount of bed tilt are you looking to handle, so how far above/below Z=0 do you need to measure for a tilted bed? The szp is not really good at handling a wide range of heights when used in "scanning mode", probably only a range of a few millimetres.
The probe will be triggered (red in DWC) if the coil is ever in a position in which it is closer to the bed than its height above the bed when you calibrated the threshold using M558.1. You have set your trigger height to be 2mm using G31 so the probe will show as triggered if the nozzle is below 2mm above the bed. It will also show red (and display 99999) if the coil is too high/low for the drive current you have set.
To have the probe, probe multiple times you need to set the A parameter in M558 I can't see you doing that. You may also need to set the S parameter.
