Thank you, it worked!!! I deleted the whole folder as you suggested, but I wonder if deleting
/var/lib/icinga2/api/zones/master/.authoritative
and
/var/lib/icinga2/api/zones/director-global/.authoritative
would have been enough. Oh well. I guess I’ll try it if I ever need to switch config masters 
Thank you for your precious help! I was totally stuck.