Everything is working now.
TXT entry was incorrectly defined. It had redirect=_spf.google.com ~all.
Acording to the rules the "redirect" is never evaluated if exists a
"all"
(http://www.habeas.com/en-US/Support/Knowledge-Base/Sender-Authentication/What-i\
s-the-meaning-of-a-redirect-modifier-in-an-SPF-record/)
Changed the TXT to "include:_spf.google.com ~all" and everything is
working fine.