Here's my experience, in case somebody with same problem gets here:
Had same problem. It was the chain
; it was made of a very weak metal and was too flexible sideways.
Was able to pedal forward. The derailleurs were keeping the chain in place, but when tried to pedal backward the chain slipped from both chain-ring and freewheel. It didn't happen on all speeds. Just for the sprockets that were not aligned with the chain-ring. Out of 7 speeds/sprockets, I was able to pedal backwards on only 3 of them (on speeds 3-4-5).
Tried to get used to it and use the bike as is, but the chain broke in about 100m; at the first stop (I suppose the chain is most stressed when you stop) Changed with another identical chain and it also broke in 100m. Those bad chains costed me less than 1€ each. Changed with a better chain made of strong steel and less flexible sideways that costed 3€ and I no longer have any problem pedaling backward.