Maybe I am using bliss in a wrong way. To be more precise, I feel a sense of elevation: That's the sensation I have some trouble with locating.
Right, I get what you're saying now. I would usually say "bliss" to talk about bodily sensations which, for me, are like warm sand running over my skin, but that's just how I would describe it. You're interpretation sounds fine to me.
This sense of elevation, does it feel like a sort of "opening upwards"? A sort of "lightness", as in not as "heavy" feeling like the first jhana? Those are just the words I would use to describe it but we all communicate differently so don't think I'm trying to correct you, I'm just trying to see if we're talking about the same thing here.
I maybe wrote to fast. My intention was to investigate this state I was in (insight practice), once I am on the state (which I reach by concentration).
Don't worry, it's just me reading what you've said incorrectly. Apologies for that. From what you're saying it sounds like you've got your shit together and know what you're doing so stick with that.
By the way, the second characteristic (unsatisfactoriness) is so obscure to me, so difficult to understand in the little sensations. For expample: How to see unsatisfactoriness on a little pressure, or pain, or cold or hot sensations? Hence, I focus on the other two. Some light on that will be greatly appreciated.
I'll give it a try but I stand to be corrected!

If something is unsatisfactory then it's inadequate, it's not enough. For example, you may have a meal which is unsatisfactory because, due to the portion size, it didn't satisfy your hunger, the very reason you sat down to eat in the first place. If this hunger is not satisfied then it leads to suffering, the stomach hurts, our minds are occupied with thoughts of food, we can't concentrate, we get shaky due to low blood-sugar.
Hunger is the
desire for food, when we're hungry we're
suffering because we don't want to be hungry anymore so we seek out food and satisfy the hunger.....but the hunger comes back and the cycle starts again. So, basically we can see that desire is suffering, we want something other than what we've got at present and we'll be unhappy until we get it. The reason why this is such a fundamental problem is that any sensation, anything which makes up reality, can never satisfy this desire because the satisfaction can only ever be temporary. With meditation, our hunger is spiritual, it's what made us 'wake up' in the first place and what will drive our practice until we can say "done is what needs to be done".
Seeing the 3C's demonstrates, in real-time, that sensation will never satisfy, can't ever be permanent and are not this thing we call "self". So, to eventually get 'round to answering your question....

Another way of looking at unsatisfactoriness is as suffering, as we did in our analogy above, which is another word used to refer to this characteristic and is, I feel, more accurate. Suffering is wanting things to be other than they are, and as long as we're looking outside of ourselves for satisfaction then we'll continue to suffer, and be unsatisfied with things as they are.
Is that any better, or have I just confused you even more?

In short, all sensation is unsatisfying because it will not last, and is not self. That's about as simple as it gets.
Hope that helped!
- Tommy