I found the answer by myself, after some long weeks of testing..
I post the solution for helping those with this kind of strange issues.
So, after my last test, i try something else with my firewall team. it could be a network issue after all..
We tested in an any/any config and, nothing changes, as i except..
I push my tests & search further and found this post about WSMAN changes..
mmm it sounds good to me..
I uninstall OME 2.4, wipe all dell reference in my VM & make a new clean install of OME 2.0 from scratch with ABSOLUTLY THE SAME CONFIG..
and Tada ! it works..
Everything works perfectly..
The issue is in the WSMAN (Pegasus) engine which seems has problems with Windows 2008 R2 SP1.
my problem was just on the first Report about the OMSA Version. It was just empty. No Filters were selected. Then i select a filter for Servers and receive some information. Then i switch back to all devices and the report is working now.