Wow, thank you so much for all of your replies. This will certainly help me a lot!
For a start, I am developing a baseline with univariate ts. Would this methodology be correct (I have a background in ML but no real ts knowledge)?
I have 6 years' worth of data (24 h freq), and a 7-day target. So I would split 5 y -> training / 1y -> test. For the windows sampling, I was thinking to go for a 3 weeks input 1-week target scenario since I do not have any trend.