Ok, so I had two more flights and results are a bit inconclusive for me.
First flights were without any additional weight (AUW ~5100grams) and hexa behaved good, did the missions successfully. (log here: https://ufile.io/cflnq)
After this, I added some weight (435grams) to the hexa, now with AUW 5535g), and all good too.
Then, I added another 435grams (AUW 5970) and this is were I start to see bad behavior, the copter doesn't want to hold the altitude and starts descending by its own.
(Log here: https://ufile.io/vgt7z ; Note: this log contains both flights, and if you plot CTUN.ThrO you can clearly distinguish first flight and second one, with spiky throttle)
What I did noticed on the second flight AUW ~6000g) is that from 60% to 100% throttle, the motors doesn't make any different sound, it's like they stopped giving more power at 60% throttle, which is very weird for me.
Did an interesting test, a single 350kv motor really produces 2000grams of thrust at 100% throttle @ ~13amps (directly connected to RX channel), however, when using the stabilize mode looking at the logs it seems that there was never a request to pull more than ~7amps per motor , thus not being able to handle the extra weight. So why is arducopter limiting the power ?