Hey,
thank you for bearing with me!
I looked into my notes and somehow, even though somewhere inside my head, I know that the higher the value of the cathode bias resistor, the lower the gain in a power tube bias context, my brain refused to bridge this knowledge of power tube bias with preamp tube bias whereas it's exactly the same operation

I guess the whole: "You want want Soldano type distortion? Put a 39k bias resistor on the second stage" thing got me doubting everything I knew. But you're right @ac427v, a circuit has to be considered in its entirety, with its extra gain stages, attenuation, plate voltages.
With that being said, I think you folks helped me solve my problem, wiring was good, concept was good, my expectations and my understanding was way off!
While we are still on the subject of cathode bias, if I may ask one more general question about it:
I understand that, with all else being equal, decreasing the value of the cathode bias resistor will make the cathode less positive compared to the grid and that way the plate becomes more attractive for the electrons, increasing current, which increases plate dissipation (since it is the product of plate voltage x plate current) which means more (clean?) headroom.
By the same principle, a high value cathode bias resistor will reduce headroom. But that would then mean that increasing the value of the cathode bias resistor also increases distortion?
For all the explanations I have found, I find the terminology of hot and cold bias really confusing as there seem to be a confusion between what techs mean and what guitar players mean by those terms (same goes with the word GAIN, which means distortion for most guitar players). As a guitar player, I always understood "hot bias" as a bias that runs the tube at their max dissipation, making the power tubes distort at high volumes and a "cold bias" as a high clean headroom kind of set up, but poor in harmonic content (because the tube is not "cooking").
But when I start reading people who know a thing or two about tube amps, a hot bias seem to mean the highest (clean?) headroom and cold bias is a bias that makes the tube distort early. Which in my mind kind of confirms the terminology of a "cold" clipper in a preamp context since I thought it was making the tube operate near cutoff, clipping the bottom part of the signal.
So yeah, I'm confused as heck... (for those who weren't paying attention

)
EDIT: @ac247v adding a bypass capacitor increases the amplification because offers an alternative "easier way" for the electrons to ground, making the cathode bias resistor less efficient at keeping a high voltage drop across it, am I getting that right?