BTW: found the time to quickly test my two boxes at work with a 10kHz PWM at ~12V signal driving a current through a ~3.3Ohm load. Somewhat simplified, but I didn't have the time to set up the test I wanted to do (more complex current profile, inductive load and much higher peak current).
Anyway, the signal shape looked almost identical to that of a Fluke i30s letting aside the very low current range. At the end of the active phase, the signal of the i30s dropped to a flat line while the one of my boxes showed a certain (slow) undershoot/overshoot. I'm unsure though if this was an issue of my boxes or one of the Fluke i30s. Didn't look like a bandwidth thing, probably more one of offset or sensitivity.
Besides, the signal of the i30s looked much noisier (which also made the low current range difficult to compare) but in hindsight I guess this might have been due to different filtering settings on the scope.
Anything above the 10mA range (or so) overlapped more or less completely, so the amplitude is OK and there is no general flaw in my circuit.
Also the 1st of the current LEDs was lit or blinking depending on the PWM frequency and this worked in both directions. So I'm confident that the LED gimmick also works as planned.
I still want to perform a test with a more complex load and signal shape (+higher currents) and compare the boxes to a Fluke i30s (100kHz) and Fluke i50s (50MHz) with screenshots and all.
Still, it's already clear that the boxes work and fulfill my expectations. Even if further tests should show that there is some kind of undershoot/offset issue in the low current range, this wouldn't affect the usability for the planned purpose (to check the amplitude and shape/timing of a current profile).