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Coming back to this to report that the only thing that was actually misaligned were the blades, and to be honest, that could boil down to the fact that I used a cross bean through the thicknesses feed to move the machine, instead of using the hoist hooks. With the blades well aligned now the bite marks that the tool leaves in the wood are now narrower spaced, easing a lot the sanding afterwards  I think I had only one blade actually cutting material previously.

I also found the reason why I was having an indented marking along the length of he final pieces: the tab that locks the dust collector on the thicknesser side was actually too long and was touching the piece as it is fed away from the machine. I filed that tab down, which solved the problem.

And, the dark and red markings are from the sliding plate, they are still happening but much less commonly.

I've milled a lot of wood since aligning it, and I am very happy with this machine now, as long as it comes well aligned from the factory (as there are not adjustment flexibility at all in this machine) it is worth the money in my inexperienced opinion. Hopefully it will last many years.