I was making more measurements and double-checking and I realized there was a ground loop on my setup. The electronic load's current measuring output (an RCA connector, outputs a voltage) was connected to the oscilloscope, ground included. This resulted in a drop through the wires and current going through the scope's ground. This explains the voltage step in transient measurements.
I have only connected the center pin, so current measurements are not accurate, but the rest is. That makes all previous measurements useless. Trap for young players
Attached are the new ones.
Transconductance test, from 0 to about 0.6 A (couldn't do from 0.1A, function generator constraints). Note the 20 mV/div on the blue trace (Q2's base). By the way, how do you calculate gm?
Transient tests turned out way better than before, with 40 uS recovery time. Note the 10mV/div.
Juan