I missed to include Cinder configuration to allow (in)direct conversion between Glance and Cinder, which issue #1 talks about.
There are a few steps to know when an image is copied to a volume:
1) The image is downloaded to /var/lib/cinder/conversion (remember: the whole system runs Ubuntu 14.04).
2) A (second) temporary file is created in /var/lib/cinder/volumes (see "volume_tmp_dir" in cinder.conf): the volume / virtual disk in QCOW2 format.
3) qemu-img will create partition table on virtual disk.
4) One partition is created, and then populated it with image content.
5) Finally, the volume is uploaded to Cinder.