@Alfredo_Blanco Welcome to the Rockstor community forum.
Pretty sure what you are running into here is a limitation in how Rockstor impliments the sftp arrangement. Please see the following section in our docs:
“By default no user other than root are allowed to login via ssh or use SFTP. This restriction improves security but means there are certain conditions that must be met to gain sftp access to a Rockstor share.”
and
the SFTP user must be a Rockstor user
the SFTP user must also be the owner of an exported SFTP share