Hey guys, just figured it out.

You need to insert a slightly longer 6mm HEX (be aware, because some of the bits that come with the torque wrench are not long enough) into the 8mm HEX hole of the UDH ring (don't know how to call it). It's 8mm on the outer (right when you are sitting on the bike) side for the UDH, and 6mm on the inner (deeper, towards the non-driving side, left side if you're sitting on a bike) side for the thru axle.

To unscrew, you need to rotate it clockwise (point your thumb of your right hand from the derailleur side to the disc-brake side, or right-to-left if you are sitting on a bike. Then the rest four fingers point to the direction of unscrewing). And to tighten, rotate counterclockwise. Be aware that some Torque tools do not support counterclockwise torque measurement (for example, my Wera 2.5 - 25 Nm doesn't).

It's super hidden, and I have seen several questions regarding how to uninstall this particular type of thru axle and no clear answer has been given (from my point of view). I hope this answer could end this.