Unfortunately, I am still getting that darned messge, no matter what we do.
As there also another DLL referenced inside this small project, we have taken out of the equation that additional DLL (it converts the XML to a json object and then parses the answer received as a XML)
So just to make sure it isn't the reason for the main object to not been instanciated, we have removed that part, keeping just the initial object without the code processing the answer received.
Even so, the error stubbornly remains. We have also taken the Bushmills project as a base, replaced the class to the one we have, produced new DLL, TLB and DF package, but the error still remains.
I have attached that small project here just in case someone more savvy in DLLs can find a couple of minutes and have a look and tell me why I can't create the object in DF.
The code for DF is copied in my first post.