WDT_CFG_REGISTER_START_NMI_SUPPORTED is 0 so all support for watchdog interrupt is excluded in r_wdt.c.
Then p_cfg.reset_control = WDT_RESET_CONTROL_NMI does nothing in R_WDT_Open and R_WDT_StatusClear doesn't work either.

It is possible to work around it and set the callback and activate the interrupt (and clear status) directly, but it would be nicer/simpler with the support in the HAL.