Thanks for your help!
Actually I tried to do so, but when I don't select a category, the 'Custom Fields' dropdown goes empty and does not show any Custom Fields. I just discovered by accedent that it DOES show my custom fields however, when I enable the 'Including sub categories' option, which is a bit strange I think. Selecting 'No category'(or 0), Including sub categories?
Anyhow, I tried both ways and there's still no values in the filters...
I tried:
Create a Categories Listing Menu item, configure its related product listing module (not the Hikashop 'content menu' item) to show 'all sub elements'. Create a Hikashop Filter Module and configured its 'Menu' option to be the id of the Categories Listing item.
But to no avail... The Module nor the normal filters module show any values for the three filters I configured and I do have values in my custom fields. They show perfectly fine in he backend Form.
I also tried publishing all related modules and items (just in case), setting the Menu option in the related product listing module, setting the Hikashop Content Menu options to 'all sub elements' and 'all sub categories'. Tested the filters in the main category window and inside a category.
But no go...
I have really tried many many combinations of settings, started from scratch a few times following the instructions in the 'Filter listing' documentation, but cannot seem to get this to work.
Any further insights would be appreciated! 
Thanks again!