Ok, thermal monitoring is partially working now:

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procyon: {6} mbmon

Temp.= 33.5,  0.0,  0.0; Rot.= 8333, 8437,    0
Vcore = 1.84, 2.02; Volt. = 3.09, 5.21, 11.37,  -9.51,  0.00
^C
--------------------------------------

But I do not understand why envstat(8) does not see any sensor:

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procyon: {7} envstat
envstat: No sensors found
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All I can say is that mbmon is using the system management bus
(that is the reason I was looking for I2C ---not I2O!!!--- support
this time):

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procyon: {15} mbmon -d
Using SMBus access method[IntelPIIX4(440BX/MX)]!!
* Analog Dev. Chip ADM9240 found.
--------------------------------------

...and I have modified GENERIC.local to enable lm(4):

--------------------------------------
[...]
# LM7[89] and compatible hardware monitors
lm0	at isa? port 0x290		# other common ports: 0x280, 0x310
--------------------------------------

From the source code I see that LM81 sensors should be supported too
(both the manual page for lm(4) and the lm0 description in GENERIC
and other kernel configuration files should be upgraded if new
hardware monitors are supported!)

Best regards,
Igor.