Import Metadata from Documentsets in a sharepoint library

Hi margheritamart - The screenshot with the word documents suggest that you are have used the SharePoint.Files connector.  So, you need to switch the SharePoint.Tables connector to get the additional column properties from the first screenshot.  Please note, SharePoint.Tables is the SharePoint List connector.  It is recommended to use Implementation v2.0 when import a SharePoint List. 

The trick here is that a SharePoint Library is actually just a SharePoint List, which also contains the "Binary" content like word documents.  But there is no API to read the List properties and File contents at the same time.  You need to use different connectors in Power Query can the List and Files separately.  To link them, you need to create a join between List Title, and Table Name columns.