Done, at this point I am sure. I have also some idea on why and how to cure it, but I never used AT commands directly so I need some time.
With OTAA the node receives the configuration:
Note that The Things Network uses the non-standard SF9BW125 data rate for RX2 in Europe. If your devices use OTAA, this will be configured automatically when they join. If your devices use ABP, you’ll need to program this RX2 data rate into the devices in order to make them work with TTN.
So, likely when using ABP the firmware is not configured to receive on RX2 at 869.525, SF9. There is no direct command for setting both, but through AT seems possible.