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Laser frequency combs (LFCs) are a promising technology for wavelength calibration of astronomical high-resolution spectrographs requiring utmost accuracy and stability, since they directly translate the fundamental SI time standard from the radio frequency regime to optical frequencies. However, they have so far seen limited use in practice, due to their complexity, incomplete wavelength coverage, but also the challenges in the data analysis they imply. Here, we present a detailed test of a 34 GHz electro-optic modulation comb with the ESPRESSO spectrograph. Using thin-film lithum-niobate waveguides for broadening and harmonic generation, the setup provides partial coverage of the IR, visible, and near-UV spectral ranges. We focus on assessing the quality of the delivered spectra and their capability to facilitate accurate and stable wavelength calibration. We present a detailed analysis of the spectrally-diffuse background, the line width, and characterize the line-spread function over a broader width than possible with the ESPRESSO facility LFC. Comparing both combs, we find strong local discrepancies in the wavelength calibration accuracy up to 15 m s−1, which correlate with the echellogram structure. These do not originate from the lasers, but from misalignments in the ESPRESSO calibration unit, highlighting the strong need to make instrument fiber feeds more robust to light-injection effects. Nevertheless, we demonstrate excellent stability of the wavelength calibration, with a scatter of only 17 cm s−1. This, however, can only be achieved when accurately modeling the non-Gaussian line-spread function, showcasing the need for advanced data analysis techniques when dealing with LFC spectra.