Hi,
after to read every post of this useful blog about issues of header images not rotating, and applyng the suggestions, I just found why the images were not rotating.
First, when I shut off the fade in/out, the rotating was working, but of course without the beautiful effect of fading.
Later I discovered that the plugin WP MINIFY conflicts with the fade effect, so just disabling that plugin made everything work well (as rotations as fading).
I leave here this comment in case other people had the same issue.
Regards