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Alain Valette
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As an editor of 5 journals, I feel concerned by the case of this young person.

Multiple submission of the same paper is indeed misconduct - see e.g. the recent EMS code of practice:

http://www.euro-math-soc.eu/system/files/COP-approved.pdf

However, in your case, it seems that you took all necessary steps. If I were you, I'd keep in my files a copy of all unanswered messages, about withdrawal I'd send a final reminder to the chief editor (asking for acknowledgement of receipt), and I'd go ahead with submission to the new journal.