Till, for some reason I can't understand after several trials it finely worked. The mailing list is now being created via API.
However, one more problem ...The mail that is sent out eg:
You can configure your mailing list at the following web page:
http://domain.com/cgi-bin/mailman/admin/lists ...
That URL does not exist, infact:
ls -l /var/www/domain/cgi-bin/
Yields no results at all ...
Is that expected as is?