Voltage regulator does not start if driven by mosfet
I've found the problem: the LTC3525 is defective.
I removed the mosfet, connected the LTC3525 GND pins directly to GND instead of mosfet drain and the LTC3525 still was giving no output. 

So I replaced it with a new one and the output was fine (3.3V). 

Then I resoldered the mosfet, with the GND pins of LTC3525 going to the mosfet drain. 

Now everything works fine: the LTC3525 gets disconnected by the mosfet when supercap goes below 0.9V and gets reconnected at 2.5V. Between 0.9V and 2.66V the LTC3525 outputs 3.3V as expected.

The defective LTC3525 has been removed from older board versions and resoldered a couple of time, wasn't new, don't know how it broke, but might happen.

Thanks again for your comment and time!

Sincerely