Gatekeeper refuses validly signed application
An rpath Problem

I was able to solve the issue thanks to some external help. 

When opening the Console application, I was seeing this message, which comes from the XProtectService, which is apparently the real reference in terms of GateKeeper

default    11:00:31.445713 +0200    XprotectService    File /Volumes/Steve 2/Steve.app/Contents/MacOS/Steve failed on rPathCmd /Users/example/tmp/buildSteve/QtConcurrent.framework/Versions/5/QtConcurrent


Which means that the issue was actually some bad rpath. The rpath is used to find and load frameworks needed by an application.

I wrote a python script to recursively fix the rpath, and now it works.

The script changes the executable's rpath using Apple's install_name_tool. This is not something user's should ever need to do and is exclusively something for an application's developer to fix before deployment.