Thanks Cheyenne, but that was indeed just cause I couldn't do that and hold the camera at the same time. Step 6 restarts the edge and makes it search for a boot in the USB stick (what indeed happens, I can see its light on, indicating it is now been used). As you can see in the video it just stops and starts loading ermine again, though.
What I've tried so far:
1. try different memory stick, download the update again, etc...
2. remove external SD card;
3. a desperate attempt of booting from my cellphone's SD card (that should contain an android boot);
4. pray, contact EE support, etc..

I'm thinking about return it to the company, once it is still in the warranty. I have no more ideas.