Thank you for your answer.
About the time, it is configured in UTC, that is the reason of 2hours delay.
The command "statusna" was a new one configured as a copy of "status", but with "no authentication". I hope that I have not forgotten to configure it in this test, since I did it in earlier tests. I was trying precisely to check if the password validation was a problem, although it is not the case for "wifion". If it was not configured for this test, It was in earlier tests at my side with the same result.
For this test I reset to factory defaults.
I will test everything from factory again, but it seems that something is wrong with answering with a message to an SMS message, though the manual SMS sending is working. Nevertheless, the messages arrives and change desired settings.
Thank you very much for your help. Could be interesting to debug messages process in more details? Could you hint the source code that is being executed? Besides reset to factory defaults, I have no more ideas.