OK, I got it figured out:
It seems the eZ430 isn't easy at all. As I expected you need to install other useless software first before you can get to the drivers... and then it doesn't work from a virtual machine. TI used a TUSB3410 chip on the ez430 which is a pretty bad choice. Almost 10 years ago I have tried to design this chip into a product but quickly threw it out in favour of a real serial to USB chip. Its just too frugal and cumbersome and it seems it still is.
Then I tried the Olimex programmer again with mspdebug from Linux. It got detected but it didn't work so just for fun I tried a different USB cable instead of the cable that came with the Olimex programmer and.... it worked! Even from Windows in a virtual machine. The problem is the friggin' 10 cents cable Olimex supplied with their product. A neat way to get rid of your customers.