Thanks a lot for all of your advice!
Today I have learned a lot!
First that the back as soon as I make a very fast shot even though it is saving the other one on CF, keep the new one on the internal memory and then write it to CF. So no problem with delay in firing, I think yesterday I have gone also out of space with the CF card. Thanks Carl, David and Laughingbear.
Then there is the red light that I found it for the first time today looking into the CF bay (never opened it when working). The good thing is that the image number on the display become red when the back use the CF, so another indicator to solve my troubles. Thanks Graham.
Kind regards to all!
Roberto