Solved!
Just for the sake of someone else stumbling into the same issue :
Backup SSHFS mount with hetzner storage box should always be mounted pointing to the exact sub folder where backup will be stored, so the path would be /home/yourfolder and the URL to the server should not contain any path.
Now, if you use the same storage volume mounted a second time, as a volume to be added to specific apps then the URL is always ID.your-storagebox.de and the path field is simply /
no need to specify any folder.
The issue here is that I had it to mount the URL of the storage box ID.your-storagebox.de/home + / in the path
and that was the origin of the mess, the odd part is that it did mount and the volume was usable via the filemanager just fine, it's just that the hdparam.sh script would freak out due to this confusion in the path.
Anyway, solved !