With the help of these answers I got this code to work
Private Sub BarGraphWithErrorBars(ByVal ShName As String, ByVal AvRange As Range, ByVal ErrRange As Range)
AvRange.Select
ActiveSheet.Shapes.AddChart2(201, xlColumnClustered).Select
ActiveChart.FullSeriesCollection(1).HasErrorBars = True
ActiveChart.FullSeriesCollection(1).ErrorBar Direction:=xlY, Include:=xlErrorBarIncludePlusValues, Type:=xlErrorBarTypeCustom, Amount:=ErrRange, MinusValues:=ErrRange
End Sub
I am adding more functionalities to it to fit the whole program, I suppose the main error was in the non-existing PlusValues parameter. Changing it to MinusValues does the trick, although I am using Plus values it seems counter intuitive.