change the USB baud rate (19600 and back to 9600).
Change the USB baud rate where? You probably meant 19200 not 19600.
4. It does upload the program when I select in the Tools another board (1280 instead of 2560), but then my program fails, as expected. (can't get it back now, as it does not load!).
Well the one page I found on this "RCUBE" thing clearly says it is based on the 1280, not 2560.http://www.r3cube.com/r3cubeshop/index.php?route=product/product&product_id=30
(By the way, in Tools, I am supposed to select a programmer. Which one?)
None. That is for what programmer is used when burning a bootloader, nothing to do with loading user-code.