After so many hours of re/installing, un/plugging, the solution was to install Steam Beta and SteamVR beta.
What I did with my Vive Pro:
install Windows 10 (also installed automatically drivers for my GTX1050Ti)
install Windows updates
plugin your Steam headset
all the drivers other than the BCM20703 Bluetooth 4.1 device (integrated in the Vive hub) will be automatically installed
install Steam and SteamVR
Install Bluetooth drivers C:\Program Files (x86)\Steam\steamapps\common\SteamVR\tools\lighthouse\bin\win64\vivebtdriver_win10
(I did not use HTC Vive Pro installer. It just forces you to create an account at Viveport)
note: in a prior installation I had also installed HTC Vive Pro installer and it did not gave me any errors regarding the headset.
Run SteamVR to see:
Please plugin your headset
Then I switched to Steam and SteamVR beta. Screenshot: https://imgur.com/a/PGIYo03
