iPhone still showing "Not Backed Up" message on Mac

Make sure the backup is present on your Mac, using these instructions:--> Locate backups of your iPhone, iPad and iPod touch . Should be this case (but you cannot create a new backup on that computer), contact Apple Support directly, using this link:--> Contact Apple for support and service

Regards

Giulio

See the pic below. What happens when you click on the "Backup now" option?