Hi Vincent.
I just tried your examples, and also had trouble with it. The level parameter was being ignored and returned all users, while the ccap one wasn’t finding any user with it.
I noticed that the quotes around the attribute’s value in your example, are curly double-quotes, which break shortcodes. When I changed them for the straight double-quotes, then the results were correct and the proper users lists were displayed.
It’s possible that your WP editor changed them on your page for some reason…
Could you try these?
[s2Member-List roles="subscriber" /]
[s2Member-List levels="0" /]
[s2Member-List levels="1" /]
[s2Member-List levels="2" /]
[s2Member-List levels="3" /]
Let me know how it goes.