@ruflin; Keeping the ES bug in github is fine.
Meanwhile, I found a way to duplicate the metrics in the "latest" index by using a ES ingest pipeline to transform the "_id" with the ID of the sensor and "_index" field with "latest_metrics"
PUT /_ingest/pipeline/transform-latest-metric HTTP/1.1
{
"processors": [
{ "script":{
"lang":"painless",
"inline":"ctx._id = ctx.sensor_id ?: ctx._id ; ctx._index = ctx.latest_index ?: ctx._index"}
}]
}