No clue why the esim wouldn't activate right away, but the Whatsapp support were very patient and helpful.
Laura Bannon guided me well to get a working esim, and if I had known I had to SAVE the apn settings, the call would have been much shorter.
My mistake, but once I figured out what I was missing the phone came alive instantly.
It's only the first day, so time will tell how it works, but for now I'm really happy.