It did not work, sorry. But digging a little bit further I ran into this. On the Paint window, if I go to the scultp tree window panel next to Layers and Paintings Objects windows panels, when I disable those layers it appears to be similar to what I actually see inside blender. Maybe pushing buttons, trying things before, I did something wrong. I remember to have clicked on an option where I could put materials directly into the voxel mesh. Could not find it now. Don't know where I was.
Also if you notice it, the UV Map over those panels does not change, when I do this. Maybe there is a clue here for what is actually happening.