Well, I finally figured it out.
BEWARE POWERSHELL USERS!
If your user app context is different than the "Search app", then you are in trouble.
Well, not so much trouble, as long as you have access to the "Search App" as well.
I have a bunch of Macros, Tags, Event Types and so on defined in my app.
None of them were defined in the "search app".
It turns out that when you use Powershell and you login with your user with the commandlet "connect-splunk", your app context in Powershell is the "Search app". The reason why no results were returned is because my search query was referring all these nice object I defined in my app context.
Once I figured that out, I basically cloned all the macros, tags, eventtypes, field extractions I needed into "search" and voila'! Plenty of results out of my Powershell query.
It is obviously a bug. Considering that the Powershell module was updated more than 2 years ago, I don't see a fix coming anytime soon.
I hope this helps somebody out there!
Claudio
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