Is there some architectural guide, that shows in details the various subsystems that are involved in the creation of a single page?
I've tried to find something but even the presentations at DrupalCons don't go into detail.
http://www.freshblurbs.com/drupal-bootstrap-request-processing-drupal
Details the bootstrap process.
Page generation in Drupal involves PHPTemplate. You can have more information through here. You can look at the function calls of each partial theme from the Drupal API.