so, in order to make a new elemental damage I should make 2 magic effects, right?
the damage itself, and what it targets (health alone or also a fraction of stamina/magicka) and the resistance to it, right? the CK does support this kind of stuff, I think. or I am mistaken?

Let me see if I understand this correctly;

You want make a spell with 2 magic effects, one of them being able to reduce the elemental resistance of the associated spell element? Or being able to affect the values of stamina and magicka

Yes that is possible.

You can actually add more than 2 effects. The catch being the Delivery and cast type. If they aren't the same as the Delivery and Cast type of the spell, they wont appear in the drop down when adding them to the spell.

You can look at AlchWeaknessFire to get an idea of how it's done for potions. Then you can make a magic effect out of it and place it on to a spell.

no, I want to make an entirely new damage type, more than Fire/Frost/Shock. a new element, so to say, that in order to stay balanced could affect a fraction (or multiple) of stamina/mana other than health, or regeneration, there are many values listed.

what I mean is that if I wanted to add this new element (say, Shadow), in order to properly implement it I should also create a resistance, for said element, am I right? or the CK does not support the introduction of new elemental damages?

so, after work, I checked it out. Making a new element is not problematic, what instead IS problematic is the resistance. while new resistances can be created they are tied to hardcoded values http://www.uesp.net/wiki/Tes5Mod:Actor_Value_Indices.
solutions are: either discover that those values are not hardcoded and therefore more can be added, or more have to be simulated via scripting.