Alright, the problem seems to be solved, shamrock was partly right. I forgot to select one character, and thus the amount of XP was divided between my protagonist (Amber) en Solaufein, giving them both 2,150,000 XP. When I performed SetCurrentXP cheat once again but with 9,000,000 this time things worked out just fine.
Disadvantage being that you can't choose all the HLA's that you want (no multiple Greater Whirlwinds for now

) but that's just fine.
Thanks!!