I cannot see the option to flag one of my previous reply as the answer. If a moderator can mark this as the answer and close the thread it would be fantastic.
After all the hardware troubleshooting on which I don’t have a complete understanding to be honest, I arrived to the point where I had a Sonoff Zigbee dongle v2 correctly configured and plugged into my Rpi4 running HA.
As explicitly told by the user interface of HA, the official documentation on matter integration and repeated in many configuration guides and resources here and elsewhere I used my android smartphone to do the pairing.When trying to pair the matter over thread device with my android smartphone, I got always the same error message: “Impossibile connettersi alla rete thread ha-thread-864b” (Sorry for the Italian, instead of translating it without the exact wording used in English, I think it’s better to leave it like this to help other people searching for the exact words), which was not the name of the thread network running on HA, so I understood that at that point the issue was related with the phone.
Finally, from what I read here, I found that the only way to reset the credentials on the phone was to delete google play services data and it worked. Now the Aqara U200 has been connected to HA running on Rpi 4 with Sonoff dongle for several days without issues. I hope Aqara updates it to give even more informations and options.