I have a final conclusion on this. I did contact to my seller, and gave it back the mainboard and the GPU for RMA. They changed the GPU for another (same brand) and the new one worked ok. So finally I understand that that GPU was faulty. It's a very strange situation, the GPU worked well on the PCI-E x8 slots. It seems to be an aislated problem. I don't know if they tested that GPU on another board.
I'm happy to finally have solved the problem. The GPU arrived to me this week and now I have my PC mounted and running perfectly. Now, it's time to play with that beast.
Many thanks for your atentions, see ya