Thanks for the suggestion, folks.
I took the risk and set up box 1 as single pole switch to test my theory of the wires destinations.
Eg. attach the line to the switch, and the black from the top right to the load, and connect the neutrals as well, and it works as expected.
Once I confirm that, I rewire them as in this picture, and it works.
[URL unfurl="true"]https://www.support.getzooz.com/kb/article/1338-3-way-diagrams-for-zen73-zen74-zen76-and-zen77-switches/[/URL]
One thing I still haven't figure out though is why both travelers have voltage when the line is connected to ANY one of the wires that go to Box 2, even when I didn't complete the circuit or connect another other wire.