I'm continuing the investigation to get this fixed, so far without success.

Anyway, I'm posting my progress in the hope that it might help someone else figuring out the issue.

- There are some posts (https://forums.macrumors.com/threads/you-shut-down-your-computer-because-of-a-problem.1426818/) saying that this message keeps popping up when using a user without admin privilege. This is not applicable in my case, because I use an admin user. I also tried creating a different admin user without success.

- I checked the NVRAM to see if there is a pending panic info stored there, but nothing. You can display the NVRAM content with the command

nvram -p

and look for `panic-info` or `PanicInfo` entries.

- I checked the panic folder (`/Library/Logs/DiagnosticReports`) to see if there is a crash on boot and nothing also there...

I'm running out of ideas