Ok, I figured it out. Basically, once you have created a CPP along with its first cpp version and localization, it creates automatically a appScreenshotSets and appPreviewSets, indexed by the CPP version itself. Once you have that, you use those sets as receptacle when you upload the assets. It was really not super clear (since there is no flowchart of how we are supposed to use the APIs).

Anybody found a solution to this problem? The only solution we got so far is a total wipeout of the mac and a fresh restart from scratch. That is a bit intense in term of fix... But it does fix it.