Just answering to myself, got it.
In the Dashboard > Settings > General blog address
Put inside the url the port you intend to use
https://example.com:8443/wordpress/
WordPress uses this one, not the one from the browser.
In a way that’s make sense.
Resolved for me.
Got similar problem.
WordPress doesn’t handle correctly port specified inside the url.
example:
https://example.com:8443/wordpress
is redirected to port 443.
On the very same server (lighttpd or Apache)
https://example.com:8443/phpMyAdmin/
is kept on port 8443.
So the problem doesn’t seems to be the http server.
Apparently WordPress remove the port field from the url.
So you ends up with the default ports 80 or 443 depending on the protocol http or https.
Hunt for a workaround unsuccesful at this time.