After a few hours of searching I've found the reason why I was getting "command not allowed" on Sudo and Sudowin: it doesn't support spaces!
Made a new user with password "testtest", added to sudoers file, restarted service and logged in with that user, sudo and sudowin work perfectly.
Changed the password to "test test" (mind space between the 2 test), "command not allowed" is returned.
I have been struggling with this too - but here it seems like it's failing silently if there is a space in the password. If a incorrect password is typed, it shows an error as expected.