Hi again! Nothing to do with the plugin, in case someone has the same problem. It is related to WP version 5.7 and how it manages short codes with <p> </p> around them. It seems that it will be fixed in version 5.7.1.
https://ww.wp.xz.cn/support/topic/issue-with-space-added-near-shortcodes-in-wordpress-5-7/
Great! It worked. Thanks for this great theme and your quick reply.