Thank you for the patients.
Still, after many different tests on different approaches, either this error or other error occurred.
We inspected their documentation, but we did not find an article for integration with product libraries similar to Kendo UI:
This error indicates that the scripts are not loaded in the correct order, but even after following the approach from their documentation the scripts were not loaded as expected.
Currently, we have a limitation to import Kendo UI in SharePoint Framework Webpart due to the specifics of the framework. This does not meen that it is not possible, but we will need more information from their team in order to be able to integrate it.
If there is an official channel for SharePoint Framework Webpart support, we can recommend asking a question there for more details about the integration.
We do apologise for the inconvenience and we hope that this integration is indeed possible with a little more insight from the SharePoint Framework Webpart team.