Ok, you can’t verify it on Electrum. But does the message appear as valid when you use it in whatever you are trying to sign it for? (The bounty/bot that gives you the claimed coins, which is what you are trying to do?)

There is still no common standard to sign from bc1 address... so might be some strange combination of characters that mislead Electrum's signer... could you sign if   HEX string in your message would be removed? 

There's no problem with message. I signed the same message using my address and everything went well.

-----BEGIN BITCOIN SIGNED MESSAGE-----
Claim_HEX_to_0x3A72cA4d32d272CC02832F4096a40C2c326DfFfb
-----BEGIN SIGNATURE-----
bc1q9yfe07gfytzf200qqg6cm3wkugdmts6tj4myhc
HzeFm8xePVWoN59+HinI04kEzUQONqwWaWMpzzMWkhi7DNhIUkVjSCj5soGp6DkUEVxo8uslcm03kRUKpXV+W3I=
-----END BITCOIN SIGNED MESSAGE-----


As soon as you generate the signature, Electrum allows you to click the verify signature button. Do you still get the "wrong signature" message?

Yes, exactly, it is the case. As soon as I generate the signature, and push "verify" it says "wrong signature"

It might be a copy-paste issue.If you have created the message  by some text redactor like WORD and transfer in to Electrum via copy-paste then It might be messed with reserved character. Try to put you message into Electrum by using keyboard.

You need to provide more details, I have already signed and checked many messages using Electrum with Legacy and Segwit addresses. Is your sign generated normally? Have you tried to verify this message in another verifier?

Try putting your message / address / sign here so we can test as well.