I thought of reporting back one final time to inform about my findings. I think I managed to nail down the issue and hope it is resolved. One of the bolts on the steering coupling was sitting more loose than required for some reason. It did not cause any play in the steering, nor did it produce any noise whatsoever, but I suppose the looseness was sufficient to cause an uncomfortable feel.
True I spent few hundreds of euros switching other things that were not the cause (shocks, lowers arms, tie rods, 2nd hand steering gear)... but seen the mileage those may have come up sooner or later as well.
Cheers to all for the help!