Error on redshift UNLOAD command - amazon-s3

Question

I am trying to UNLOAD a Redshift table to an S3 bucket, but I am getting errors that I can't resolve.
When using 's3://mybucket/' as the destination (which is the documented way to specify the destination), I have an error saying S3ServiceException:The bucket you are attempting to access must be addressed using the specified endpoint. Please send all future requests to this endpoint..
After some research I have tried to change the destination to include the full bucket url, without success.
All these destinations:
's3://mybucket.s3.amazonaws.com/',
's3://mybucket.s3.amazonaws.com/myprefix',
's3://mybucket.s3.eu-west-2.amazonaws.com/',
's3://mybucket.s3.eu-west-2.amazonaws.com/myprefix'
return this error S3ServiceException:The authorization header is malformed; the region 'eu-west-2' is wrong; expecting 'us-east-1', which is also the error returned when I use a bucket name that doesn't exist.
My Redshift cluster and my s3 buckets all exist in the same region, eu-west-2.
What am I doing wrong?
[appendix]
Full command:
UNLOAD ('select * from mytable')
to 's3://mybucket.s3.amazonaws.com/'
iam_role 'arn:aws:iam::0123456789:role/aws-service-
role/redshift.amazonaws.com/AWSServiceRoleForRedshift'
Full errors:
ERROR: S3ServiceException:The bucket you are attempting to access must be addressed using the specified endpoint. Please send all future requests to this endpoint.,Status 301,Error PermanentRedirect,Rid 6ADF2C929FD2BE08,ExtRid vjcTnD02Na/rRtLvWsk5r6p0H0xncMJf6KBK
DETAIL:
-----------------------------------------------
error: S3ServiceException:The bucket you are attempting to access must be addressed using the specified endpoint. Please send all future requests to this endpoint.,Status 301,Error PermanentRedirect,Rid 6ADF2C929FD2BE08,ExtRid vjcTnD02Na/rRtLvWsk5r6p0H0xncMJf6KBK
code: 8001
context: Listing bucket=mybucket prefix=
query: 0
location: s3_unloader.cpp:226
process: padbmaster [pid=30717]
-----------------------------------------------
ERROR: S3ServiceException:The authorization header is malformed; the region 'eu-west-2' is wrong; expecting 'us-east-1',Status 400,Error AuthorizationHeaderMalformed,Rid 559E4184FA02B03F,ExtRid H9oRcFwzStw43ynA+rinTOmynhWfQJlRz0QIcXcm5K7fOmJSRcOcHuVlUlhGebJK5iH2L
DETAIL:
-----------------------------------------------
error: S3ServiceException:The authorization header is malformed; the region 'eu-west-2' is wrong; expecting 'us-east-1',Status 400,Error AuthorizationHeaderMalformed,Rid 559E4184FA02B03F,ExtRid H9oRcFwzStw43ynA+rinTOmynhWfQJlRz0QIcXcm5K7fOmJSRcOcHuVlUlhGebJK5iH2L
code: 8001
context: Listing bucket=mybucket.s3.amazonaws.com prefix=
query: 0
location: s3_unloader.cpp:226
process: padbmaster [pid=30717]
-----------------------------------------------
Bucket zone
Cluster zone