After yesterday post I received two precious hints from Laurens Valk and David Lechner that finally allowed me to upgrade the firmware of my EV3.
When changing to firmware upgrade mode, the EV3 changes its USB device ID (that’s why it appears as disconnected in the EV3 tool). So we just need to add a new USB filter rule in the VM settings:
0694:0006 "LEGO EV3 Firmware Update"
The original filter, for normal operating mode, is
0694:0005 "LEGO Group EV3"
And of course I made a video showing how to do it: