(1) Of course the Marie Curie fellowship is much more well known internationally, and more prestigious. Your university's fellowship might only be known within the same university, or perhaps in the rest of the country, but people from other countries are unlikely to know what it is. I was ready to write an answer based on my assumption that the Marie Curie fellowship would have a much higher salary, until I read later in your question that you said the university fellowship is slightly higher (which was a surprise to me). This is just to emphasize that the Marie Curie fellowship is known to be one of the most lucrative postdoc fellowships in the world. So you are correct in considering whether to take the Marie Curie over the university fellowship for reasons of international recognition.
However the only important thing here, is that you are awarded the Marie Curie fellowship. That is what is prestigious. Accepting a Marie Curie fellowship is not prestigious, being awarded one is. So if you get the award, then put on your resume: "Marie Curie Postdoctoral Fellowship (2020-2023, Declined for second fellowship with higher salary)".
Now you have the higher salary and are recognized by future employers as someone that was awarded a Marie Currie fellowship. The rest is not important. You will not have people collaborating with you just because you're a current Marie Curie fellow. There is not a strong "network" of Marie Curie fellows that remain in some self-support group for the rest of their lives (as there is for the Rhodes scholarship or Fullbright Scholarship or even the Humbolt organization).
(2) There is however, a benefit to having your "own" funds (like a Marie Curie fellowship). Should problems occur (and they often do, for highly ambitious, intelligent, and self-capable postdocs like yourself), the university has little power over your salary coming from the Marie Curie fund, versus if its coming from their own fund. You also brought in your own money, so you're less likely to be subjected to power abuse from your supervisor (this is common when the postdoc's salary comes locally). For these things, I might rather take the slightly lower salary, in exchange for much more "freedom".
(3) The third thing to consider is that getting a permanent job in academia nowadays is extremely, extremely, extremely, difficult, even for people like you. I have seen plenty of Marie Curie Fellows end their academic career after their Marie Curie fellowship. I've seen people with more publications and more citations than the Chair of the department they were applying to, having their faculty application rejected. I personally know someone who held the Marie Curie fellowship, and an even bigger postdoc fellowship, and an h-index of 22, and over 1500 citations, who didn't make it in academia.
Therefore you want to make the most out of any funding you get right now. That means I highly recommend to stretch this funding out for as long as you can: Do the university fellowship until it runs out, then switch to the Marie Curie funding (if you can't defer the Marie Curie money long enough, then try to "take leave" from the university fellowship and resume it later once the Marie Curie is over). This gives you more years to apply for permanent positions, because trust me you might need this.
Finally, I was once like you and had so many different options in my early days (for example, a dilema between two different types of funding). However it was impossible for me to appreciate what life would be like 7 years after finishing my PhD. You will be qualified for maybe zero of the available postdoc fellowships in existence. You suddenly go from having dilemas about which of multiple funding sources to keep, to having absolutely zero available to you. Remember that this is likely to happen, and therefore this point (3) is important to consider (stretch out the funding from either and both sources, for as long as you possibly can, because while it will be impossible to appreciate now, life will not always be like this where you have multiple funding sources to choose from, and life will in fact quite be the opposite).
Will the Marie Curie program offer me some benefit in terms of
visibility, networking, etc...?
Not really. Yes when I see a Google Scholar profile with "Marie Curie Fellow" as their title, I know they are a Marie Curie fellow, but there's a lot of them, and most of them don't become permanent professors, so it doesn't make me more likely to collaborate with them. People in academia are smart. They will know who's worth collaborating with and who is not. They are not stupid enough to base anything off just the title. They will collaborate with you based on their interest in your work. Just like you will not collaborate with someone just because they're from "Harvard University", if you think their research is garbage (and I'm sure you know some examples of people with prestigious titles who are not really so good).
There will be differences in saying on the CV that I worked for 2
years funded by University X rather than by the EU Commission with a
Marie Cure Individual Fellowship?
No. Because you will put "Marie Curie Postdoctoral Fellowship (2020-2023, Declined for second fellowship with higher salary)" on your CV, meaning that you will have both on your CV.
Isn't already a good thing saying that you won a Marie Curie (even if
you refused the fundings?) Or there is any concrete difference for an
evaluator between winning and taking the funding?
Exactly. You will put both on your CV.
No the evaluator does not care whether you took the fellowship or not. They care that you were awarded it (and even then, they barely care about that too .. almost everyone you're competing with will have fellowships under their belt, with the same level of prestige). They care about your publications and your reference letters.
Could refusing the fundings be seen as a 'bad' thing by the EU
Absolutely not. The administrators that deal with the awardees do not care and do not even know how to care if they did care. They usually do not have PhDs. They are secretaries and administrators. They send the applications out for evaluations by a committee of professors that do have PhDs, but once they do those evaluations, they move on with their busy, busy lives as academics, and couldn't care less whether people took the fellowship or not. In fact, if someone is awarded a Marie Curie fellowship and doesn't take it, that can only mean that they had an even better opportunity available to them, which can only be a good thing right?