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You are right, they do not really satisfy... I will probably just use \varnothing or \diameter with the MnSymbol package (which should be the same), and ignore the fact that it is the same as the empty set symbol (which I do not use at the moment).

What I still do not get is why wasysym messes up ...

Yes, I did call wasysym only for the diameter symbol. And as long as I am concerned the solution you suggested is just fine (btw. I didn't think of it, so thanks :) ). But I am writing a work which should be published, and the diameter symbol \diameter should be distinct from the empty set symbol ...

Usually I manage to find a solution in different forums, but this one is stubborn...

The description is quite simple:
I need the diameter symbol, so I use \diameter with the wasysym package
I need boldface greek letters, so I use \boldsymbol command (probably as a part of the amsmath package ...