JensD

Yes, I quite agree.
I tried to get through the support, and I was plain and simply told that what I wanted was not supported.
The supporter wrote (over several back-and-forth mails):
I have asked our developers about this. Our ICAP solution works with file servers as File Security. We support some other solutions, but in our product the HTTP request for files are blocked. This is to prevent using ESET Server Security as Gateway security, and this is by design. So in this case where you use telnet, it will be blocked and the output will be 405 forbidden. 
...
I have been told that the purpose of the ICAP service in ESET Server Security for Linux is for NAS scanning, as listed here:
https://help.eset.com/efs/8.1/en-US/file-and-folder-structure.html(lib/icapd – ICAP service for NAS scanning)
Which ICAP clients are supported are listed here: https://help.eset.com/efs/8.1/en-US/remote-scanning.html
So there is no support for custom written solutions. 
 
In the end the "best" product that supportes ICAP for anything else but large enterprise NAS products was the Gateway Security product that was discontinued and EOL'ed in 2021 (https://support.eset.com/en/kb3592-is-my-eset-product-supported-eset-end-of-life-policy-business-products) and in the end they could not help me.
 
In the end I ended up using c-icap and ClamAV since there seemed to be no way of getting any kind of sensible help getting the build in ICAP-service in EFS to work with anything else but those enterprise NAS products.
I considered getting hold of Dell (we're a pretty large customer of theirs and they usually go a long way to help us) and get their help by way of tcpdumping or simply proxying a ICAP scanning request from Dell EMC Isilon and see what magic headers it sends along with the request so EFS is happy, but in the end c-icap and ClamAV (with variuos exclusions for EFS to allow those two systems to work without triggering EFS) was easier.
Quite a pity if you ask me - and I have not enough clout with ESET to make someone help me there (and since every support request goes through a local reseller it's more or less impossible to get to talk to someone technical who could help..).
 

Oh, and we were going to use the ICAP feature to scan data that our customers place in our own custom written document management software using our own ICAP-client - definitely not a NAS, but definitely something where we want to scan the data our customers tell us to store for them.