While I was trying to setup the S3 Sink connector and tightening as much as possible the permissions on the S3 bucket and the prefix I wanted the connector to use, I came to realize that there is a non documented (at least I cannot find it here) need for a prefix named .indexes at the root of the bucket. Without that, the connector will just not work in my case.
Just wanted to open the discussion here about that prefix, thanks!