Edit UPDATE: Yup, it was them
SVGs
Thank you guys for the help. Meanwhile I upgraded the firmware to the latest version 5.11.1. It seems that it does not fix the problem but it
hides it.
I converted the EPUB to MOBI with 3 tools:
- Kindle Previewer 3 (file here)
- KindleGen (file here)
- Calibre
Results: MOBI created by KP and KindleGen won't even show in the book list of the device. (As a bonus the MOBI created with KindleGen won't even open in KP

) The only one that actually works is the MOBI created with Calibre (whose viewer opens all 3 MOBIs files).
I'm going to check the
svg files that lumpynose pointed out and as a fallback the no-frills/no-fonts Calibre MOBI should be good enough.
PS: KP looks gorgeous though , shame that the real Kindle cannot open the very same file KP displays as "preview"