Ok. I’ve found the issue. It is the same as in this thread:
My build configuration contained the Sysbuild option. As soon as I removed it I am able to upload the uf2 file to the board: it still give mes error, but then the application works. Not sure where is the problem with the fact the uploading gives errors, but at least the program runs correctly.
My other P.S. and P.P.S questions are still relevant. It looks like I have to move to MCUBoot bootloader if I want to achieve BLE low energy and DFU BLE with nrf Connect SDK.
If so, is it possible to flash the MCUBoot to Xiao just over the USB?