I thank everybody in helping my problem with the stubborn bypass valve (№ 13 in the previous diagram). I replaced this bypass valve by a new one (ordered from Germany) and everything seems to be fine: a decent 9-9.5 bar brew pressure, the water almost immediately leaves the E61 brew group (e.g. in a cold-flush), no leaking via the expansion valve drain, a silent machine and excellent coffee.
I must confess that I did not expect (nor understand) that replacing the bypass valve would do the job. OK, I wrote that "I damaged this valve a little bit", but looking to the original bypass valve I just see minor ruptures in its shoulder (unfortunately this is hard to see on the previous photograph).
Anyhow, this exercise made me confident in overhauling the ECM. I am proficient enough to repair my bicycles (actually at high standards), but I was somewhat reluctant to open an almost virgin US$ 2,500 machine. Now, I got enthusiastic and opened, cleaned and lubricated the complete E61 brew head (finding none or hardly any scale in the brew head).
Thanks again. Met vriendelijke groet, Leendert van Staalduinen.