Interesting, thank you for the responses. I was aware of vtkTriangleFilter alternative (but does not work with holes), but not of vtkContourTriangulator. I gave it a try and it worked perfectly. Had to define line by line instead (as David suggested) and triangulation worked just fine. For reference, here is an updated Python code with vtkContourTriangulator.
20241115_py_standAlone_SurfaceWith3Holes_vtkContourTriangulator.py (3.0 KB)
Problem solved. At least in a way, I suppose vtkDelaunay2D is still a bit buggy then.