Issue solved finally… by downloading the correct installer ! There apparently was an issue with the officially deployed one (my version didn’t even download the dependencies of a package automatically).
For completeness’ sake, here is the process to create a fully offline installer:
mkdir packages
cd packages
curl -JLO https://download.osgeo.org/osgeo4w/v2/osgeo4w-setup.exe
osgeo4w-setup.exe --quiet-mode --autoaccept --arch x86_64 --local-package-dir %CD% --download -s https://download.osgeo.org/osgeo4w/v2/ --packages qgis-full
Copy the packages folder to wherever you need then:
cd packages
osgeo4w-setup.exe --quiet-mode --autoaccept --arch x86_64 --local-package-dir %CD% --local-install --packages qgis-full
Thank you to Jürgen E. Fischer from the osgeo4w installer mailing list.