I found the answer. To make it short:

SOLUTION 1

If you want to simply add a custom post type to a menu item, go with solution number one (which involves creating a menu page with add_menu_pageand setting 'show_in_menu=>' to your menu page slug). It works, but if you click on your newly created menu page, you will get redirected to the first CPT (any subpage will get pushed at the end of the list).

SOLUTION 2

If you want to group you custom post types, click on your menu page and end up on a subpage, then go with solution number 2 (see update above): set 'show_in_menu=> false', then create a function like this:

function create_menupages_252428() {

// https://developer.wordpress.org/reference/functions/add_menu_page/

add_menu_page(
    'Page', // Page title
    'Page', // Menu title
    'manage_options', // Capability
    'page', // Slug
    'mycustompage', // Function name
    'dashicons-format-aside', // Slug
    1 // Order
);

// https://developer.wordpress.org/reference/functions/add_submenu_page/

add_submenu_page(
    'page', // Parent slug
    'subpage', // Page title
    'subpage', // Menu title
    'manage_options', // Capability
    'edit.php?post_type=CPT',  // Slug
    false // Function
);
}
add_action('admin_menu', 'create_menupages_252428');

Once done, if you want to show the menu page as active while operating on your custom post type,

function menu_active_252428() {
global $parent_file, $post_type;
if ( $post_type == 'CPT' ) {
    $parent_file="page";
}
}
add_action( 'admin_head', 'menu_active_252428' );

If by any chance you find a better way, feel free to add/correct my solution!