Yeah, it could be, even if 4KB seem to be enough of a single request.
Anyway, I solved using ob_start() at the very top of every script…
I found out that the problem is probably related to the fact that I can only choose http://mydomain.com/..., while my domain redirects every request to https://mydomain.com (with SSL).
So i should be allowed to set a job pointing to the secure version of my domain: