Hi guys!!!!, I have good news and bad news,
Let's start with the good ones, I finally solved my problem, like some happy people who can finally send SMS, activate Facetime and iMessage, I put my Iphone to factory state with iTunes and the expected message finally appeared: Congratulations, your Iphone is unlocked.Then, imessage and facetime was activated without problems and SMS started to work. I was told that the solution is very simple, Apple has to unlock the SIM, which is associated with phone data, in their servers, because the Apple lock policy is not resident in the device but in the main servers. That confirms what I thought, is just a flag in their database.
The bad news are that my problem was not solved by Apple Support people, as a matter of fact I am still waiting for an Apple Senior Advisor who promised to call me back and help me. My problem was solved with my brother´s help, who works in one of the mobile network operator in my country, he has technical contacts in Apple and with the Max Case ID <edited by host>, they figured out quickly the solution of the problem, thanks Max for your information, it was very helpful.
My suggestion is put pressure on them, send emails, make phone calls until you contact a person interested in your problem, then give them the Max case number to help them, because I think most of them don't know the root of the problem.
Good luck to all of you, and thanks again for the information received through this forum!!!