I started cheking power lines for the SIM, it wasn't fine with the multimeter. Then I checked with the scope and I got a similar resoult like this one.
According to that topic I moved on to see if there was some cold joints. In fact looks like that the module is really sensible of the soldering temperature. So I cheked the circuit with the multimeter and all was looking fine. I then tested with the scope each sim tray pin. And probing the DATA pin I got a simple pulse.... like a RESET.

Dammit it happened again!
I have no idea how this could have happened but I reversed the two signals during the shematic phase of this board. (How can I have missed that, NO ERC was coming up)

With a some patience I removed the SIM slot and soldered it with wires directly to the SIM800

At the end I got it working, I received the test SMS and the call.

I'm still testing all the features of the module, for now I have seen that some don't works:

• GSM Date & Time
• GSM Location

I'm not sure if it is due to the provider or the module itself. The antenna is also working fine the AT command replayed with a -60dBm as signal value. Also without the antenna the module is able to connect to the network but with a very low signal!