Thanks a lot, it finally worked with Magisk alpha so, because it has worked this way, I tried to uninstall magisk alpha and normal magisk and reinstalling normal magisk and it is working as well without any module installed ... so I do not know what happened in the first place... could be that it just needed to make the initial bank app start without rooting and, after this first start, root the device and apply "denylist" in Magisk...You could sideload a zip, yes. Should work the same way as sideloading in TWRP.
Thanks all of you for your support