Here is the drawing. Much better than pictures, I cannot take photos of everything.

If I connect the EARTH wire coming from the power strip to the E terminal on the VFD, the moment I turn power output of VFD on I loose USB connection.
If I disconnect the EARTH wire from the VFD everything works but the VFD is floating .

On the shielded cable for the spindle, the shield is connected on the VFD side to EARTH terminal and on the other side is unconnected.

Any ideas?

[PS1. On the VFD, the E and Ground/Earth symbol are the same terminal, connected to spindle cable shield and power outlet EARTH)
[PS2. I forgot the EMI filter just before the RST terminals of the VFD, but nothing special typical in series connection]