The only few pictures I was allowed to keep from Nicosia were with the photographer you can see on the left. He looked really cool, and when noticed me taking pictures of him, he shot me in return. Later, when the CID officer saw the picture of this guy on the display of my camera, he told me that this is a very famous photographer in Cyprus and that everyone knows him. Heh, looks like not everyone. Again, if anyone can recognize the guy, let me know.
The moral of the story (confirmed by arrived immigration officer) is: do not photograph any government buildings, military setups, courts, embassies, police offices, and the like. It can easily get you into trouble.
P.S.: Both CID officers that questioned me were very calm, polite, and generally positive. I was really impressed on how delicate and politically correct they handled the situation.