OK, frankly I left some important info out. When I moved the site, I did it properly with all 301's in place. The few pages that did get a new URL structure, were manually 301'ed in the htaccess, where the rest was 301 to the same location on the new domain.
The 301's were not part of the problem. That's for sure. The new domain, gamblingsites.co, got indexed real quickly after moving the site, and after the first toolbar PR update it also got the PR updated accordingly.
Furthermore, the site started to rank decently. Not in the top positions, but still on the first SERP, and more importantly bringing some traffic too. Like I wrote in my previous message, this all stopped on February 1st 2012, and I can't find any reason for it.
In the mean time I have contacted web masters to update the most important links that were pointing to pages on internetgamblingsites.net, to make them point to gamblingsites.co. (Please note that OSE is not showing this yet, since it was only done in the past few weeks.) The past week I also build a couple of links from other (related) sites I own, mainly to mix up the anchor text distribution.
I don't think this site has a penalty or so, at least I didn't get any notices in GWMT.
So, I would like to ask again for some advice how to proceed forward. Or what could have possibly caused the site to vanish for its exact match ranking.
Thanks,
Giorgio
PS: The guide you linked to is about the same way I took care of my move.