Rest sensor syntax error

You are using !include_dir_list so the contents of luchtpijp.yaml should appear as a list.

Add a leading hyphen to the first line as shown in the example below. In addition, it should not contain platform: rest because that's a different way to configure a REST sensor.

- resource: http://xxx.xxx.xxx.xxx/data.json
  scan_interval: 30
  sensor:
  - name: "luchtpijp_software_version"
    value_template: '{{value_json["software_version"]}}'
  - name: "luchtpijp_temperature" 
    value_template: '{{value_json["sensordatavalues"][2]["value"]}}'
    unit_of_measurement: °C
    icon_template: mdi:home-thermometer-outline
  - name: "luchtpijp_humidity"
    value_template: '{{value_json["sensordatavalues"][3]["value"]}}'
    unit_of_measurement: '%'
    icon_template: mdi:water-percent

If that last code block is a true copy pasta, then you're missing indentation on each sensor, as well.

For the YAML processor, all of these examples are correct:

Example 1

- resource: http://xxx.xxx.xxx.xxx/data.json
  scan_interval: 30
  sensor:
  - name: "luchtpijp_software_version"
    value_template: '{{value_json["software_version"]}}'

Example 2

- resource: http://xxx.xxx.xxx.xxx/data.json
  scan_interval: 30
  sensor:
    - name: "luchtpijp_software_version"
      value_template: '{{value_json["software_version"]}}'

Example 3

- resource: http://xxx.xxx.xxx.xxx/data.json
  scan_interval: 30
  sensor:
      - name: "luchtpijp_software_version"
        value_template: '{{value_json["software_version"]}}'

I didn't realize that. I thought the 2 spaces indentation rule applied across the board. Good to know. Thanks.

It's a common convention, mostly for stylistic reasons. I use it as well but not when cumulative indentation pushes everything far to the right, like in a choose.

After some attempts still no luck :face_exhaling:; there are still no sensors showing up in HA.
My latest luchtpijp.yaml:

- resource: http://xxx.xxx.xxx.xxx/data.json
  scan_interval: 30
  sensor:
  - name: "luchtpijp_software_version"
    value_template: '{{value_json["software_version"]}}'
  - name: "luchtpijp_temperature" 
    value_template: '{{value_json["sensordatavalues"][2]["value"]}}'
    unit_of_measurement: °C
    icon_template: mdi:home-thermometer-outline
  - name: "luchtpijp_humidity"
    value_template: '{{value_json["sensordatavalues"][3]["value"]}}'
    unit_of_measurement: '%'
    icon_template: mdi:water-percent

No further configutation errors

You have to restart after adding things to yaml, and show us how you are looking for the entities.

Multiple restarts and update/upgrades.
I went looking for my entities in the Settings → Tools → States

You’re going to have an error then. Post your entire configuration.yaml and any included files.

configuration.yaml:

---
#
# The configuration.yaml is only used to bootstrap the system.
#
homeassistant:
  # Load packages
  packages: !include_dir_named integrations
# IMPORT STATISTICS
import_statistics:

In the Integrations directory there is rest.yaml:

rest: !include_dir_list ./entities/rest

In the “entities” directory there is a subdirectory “rest” which contains the luchtpijp.yaml:

#platform: rest
- resource: http://xxx.xxx.xxx.xxx/data.json
  scan_interval: 30
  sensor:
  - name: "luchtpijp_software_version"
    value_template: '{{value_json["software_version"]}}'
  - name: "luchtpijp_temperature" 
    value_template: '{{value_json["sensordatavalues"][2]["value"]}}'
    unit_of_measurement:'°C'
    icon_template: mdi:home-thermometer-outline
  - name: "luchtpijp_humidity"
    value_template: '{{value_json["sensordatavalues"][3]["value"]}}'
    unit_of_measurement: '%'
    icon_template: mdi:water-percent

To make it visual:

That looks correct, there should be an error in your logs if the entity isn’t created. Unfortunately, there’s nothing else we can go off here.

It may be worthwhile just to put the configuration in configuration.yaml directly without the includes to see if that’s your issue.