Thanks. Kali now installs fine and I can log in. Unfortunately, after 2 to 3 seconds, it automatically turns off (the shutdown procedure lines are displayed, it's not just a hard reboot). It shuts down by itself, it's not related to any action.

Was the following command correct?

sudo dd if=~/Desktop/kali-rolling.img of=/dev/sdb bs=1M

/dev/sdb is my µSD after I formatted it in a single Ext4 partition (/dev/sdb1).