This time I suceeded! Thank you for all the help.
I recon the problem was on the download step. The first attempt was success, but booted into the samsung rom by mistake, and it erased the new recovery. The second time the heimdall flash failed. So both times I was going into the stock recovery, not the lineage-os one.
I case this is useful to someone. Starting the download mode with the volume-up+volume-down buttons did work for me sometimes. But you can reboot in download mode from adb. With the device powered on