Hey guys.
After two days of fuss I finally got it working. I downloaded Dawnguard in english yesterday from an UK xbox live account and I can proudly say and confirm you all that
IT IS WORKING and will work on your main european account.Working fine with my UK copy of Skyrim and I can play using my 200hours+ savegame on my main italian xbox live account, no achievements loss, naked people bug or anything, I can assure.
The DLC will work with ANY profile saved in the console you used to download it. So even if your main account is french, german spanish or italian like mine your copy of Skyrim will recognise it, list under "Add-ons" in the main menu and you can finally start playing.
I'm now going to post a little super-ultimate-epic-thu'um-shouting guide on a new thread on how to create a UK account, add the microsoft points and download it on your console, it's a little of a fuss to get it all working but you know, no pain, no gain, and since Bethesda doesn't seem to want to support us european players with english version of the game I think this could be the only way for us of playing Skyrim..!
PS: thanks to Aperturehead for the UK account ideas and ispiration and the advices

PPS: man... my character's eyes are glowing...!