So I found a solution that "mostly" works on some windows 10 instances (yeah, some).
1) to make office open files, I needed to map a network drive (instead of opening a network folder).
2) to make office NOT ask the password 4 times for every opened file, I had to edit my reverse proxy (nginx) to answer 403 to OPTIONS requests.
This made it work for one windows instance, but not for another one.
Still unsure what is the problem with the other...
EDIT: found the culprit. If I map the network drive with the URL:
office does not open the documents but, if i use: