I went to a local Apple Store explaining the problem for the third time. The first time they asked me to wait for a software update, so I waited for 16.3.1 to be released. After a month, exactly on February, I went to a closer Apple Store. They checked every component (test and trial) by confirming the huge latency with the proximity sensor in iMessage, Phone app, etc.
They sent an escalation mail to Apple assuring me that he would call me back when he had an answer. After a month I still haven’t gotten that answer.
Today I went to the Apple Store I first went asking to fix the problem. They changed the display without fixing the problem. I then asked to get a replacement unit, but the guy refused. I then asked for a back part replacement (the part which contains basically everything: logic board, battery, etc). They refused again because there is no known problem with the proximity sensor, he said. I said I was exactly there for reporting the problem and getting it fixed. He showed me the Apple home page (???) asking me if I saw any problems written there.
In short, he couldn’t manage to fix the problem (nor didn’t he try), and he also said that probably iPhone wasn’t the best phone for me.
After 8 years of using Apple products I’m really switching to other products.