Hi and thank you all for your quick and useful answers. I am kind of new to XeTeX but I have been using LaTeX on a daily basis for the last 15 years.
The problem is with XeTeX, because for testing purposes I run XeTeX alone. I will keep an eye on what fontconfig is doing, I did not realise it was the library not XeTeX itself who was doing the font search. Thank you for that. Anyway, I think I will move everything to a Linux VM. Again, thank you for your answers and I will remain in this mailing list (and using XeTeX!). Nicolás
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