Actually, I found the source of this problem. On a system, with low ram, the tmpfs memory is set to 5% or 10%. This issue cause to remain out of memory soon if you have a site that has a lot of pages.
If you make df -h you will see the tmpfs is at 100%
Cache-control header is correct but, because the system is out of memory you will receive every time a newly created page.
The solution is to raise the tmpfs memory and the Cloudflare will receive the cached page.
To make this do: sudo nano /etc/fstab and edit this with the amount of ram you need. In my case, I raised this value to 30% and all works ok.
tmpfs /run tmpfs noexec,nosuid,size=30%,mode=0755 0 0