I selected my locale, region and then timezone, yes. After that there were yet a few other checks (white lines on black screen), that seem to go well too, and then this blinking underscore.

Uboot configuration seemed to work correctly too (I still have menu entries for Maemo, Maemo power-kernel, Bootmenu, and now Kali). I've tried launching the script from Maemo power-kernel first. But then I tried reinstalling (re-extracted the kali tar.gz, etc.) and tried configuring uboot from Maemo with vanilla kernel.

I've tried reinstalling, changing the locale, but no success. There is a third partition on my SD card, in FAT32, don't know if it can be related to the issue.