Hello Nuno,
I. RE: "how you really configured that", here are the actual steps:
1. Configure > WLAN > WLANs - Create new > DPC Wi-Fi 5GHZ > OK
2. Configure > WLAN > WLAN Groups - Create new > 5GHZ > Check DPC Wi-Fi 5GHZ > Uncheck DPC Wi-Fi > OK
3. Configure > WLAN > WLAN Groups - default - edit > Members - check both DPC-Wi-Fi 5GHZ and DPC-Wi-Fi > OK
4. Configure > Access Points > ap in question - edit > Radio B/G/N (2.4GHZ) - check WLAN Group > Select Default > Radio A/N (5GHZ) - check WLAN Group > Select 5GHZ > OK
II. Correct
III. That's how I configured it.
IV. Yes sir, DPC Wi-Fi clients connect on 2.4GHZ only because this is the only SSID enabled on 2.4GHZ radio. Vice versa with DPC Wi-Fi 5GHZ, which is the only SSID enabled on the 5GHZ radio.
I am using ZD1100 9.3.4.17, and six zf7962 for this example. Fire up a channel analyzer, and you'll see DPC Wi-Fi only on 2.4 channels, and not on 5GHZ channels, and vice versa for the other SSID.
Hope this helps you.