For information to future readers, this morning one device Core2+GNSS suddenly started to work without any changes. The other one (same hw/sw) is now able to see satellites (between 11 to 14) but is totally unable to get a fix.
~~I wanted to use the magnetic gyroscope (BMM150) as well, but the data seems crazy and I cannot get any heading from them. Moreover, since this morning, the BIM270 initialisation is not more working.
So I give up this module and I will use another GPS solution.~~
Edit: thanks to M5Stack Support, the GNSS modules work fine now.
The magnetic gyroscope BMM150, as other magnetometer requires a proper calibration to be used.