I share the solution I found on my own, since I noticed several questions on this topic.
So:
Direct link to cloud emailbox
https://outlook.office.com/owa/?ItemID=[emailID]&viewmodel=ReadMessageItem&exvsurl=1
Direct link to shared emailbox
https://outlook.office.com/mail/[sharedmailbox]/?ItemID=[emailID]&viewmodel=ReadMessageItem&exvsurl=1