3.0.0.6.102_34313 seems to have been released today with fixes for the IPv6 issues. I have just upgraded, and this seems to solve the IPv6 firewall issue at a first look.
Actually, no, ICMP seems to be working correctly now (as compared to before), maybe due to this slight change in the ip6tables as compared to before the factory reset:
Chain ICMP_V6 (2 references)
target prot opt source destination
-RETURN icmpv6 ::/0...
Let me try to spare you one lost night (as I did just lose one over this): it seems the IPv6 issue is related to IPv6 Firewall being enabled. I've worked it around by moving the filtering one hop up and disabling the filtering on the AX86U-Pro. I didn't yet understand what change in the firewall...