Finally I solved the problem!!! :-)))))
It was a very very silly issue.
Yesterday arrived the DP to miniDP adapter, so I tested the Pimax5K+ in the laptop MSI GS63VR (just to check the issue in another computer). The problem was exactly the same “Not tracked”. I tried everything (uninstall/install, restart PIserviceLauncher, delete LH folder, etc, etc).
Then, I started to rotate the headset in all directions (pitch, roll, yaw) and suddenly it worked! I couldn´t believe it.
Then, I put the Pimax5K+ over the desktop PC and initially the problem was the same but I just rotate the headset about 360 in all directions a it worked!!
I restarted the headset more than 10 times to try to determine exactly what kind of rotation (pitch, roll, yaw) and how much degrees (90, 180, 360) it was needed to be on tracking again.
Then I realised that it doesn´t depend on the rotations I made, it was more related to the DISTANCE!!
I measure the distance (with a meter tool) and it was 120cm!, I thought it was more but it was just 1.2 meter distance. With 1.2 meter the initialisation tracking routine doesn´t work very well. I put the headset at 1.5 meters and it worked perfectly!!
When I used the VivePro it was working perfectly at 1 meter distance, so for the Pimax5K+ I placed the basestation (I only use one basestation) at the same place I was using with VivePro, assuming the distance was also ok. But as I have seen it is not enough!.
The curious thing is that once the “not tracked” disappear and the headset is ready, I can put it at 1 meter distance and it works perfectly during all game play. The problem with 1 meter is only for the initialization.
I will now start to tweak and set my favorite and only VR game (IL-2) for the Pimax5K+.
A big thank to the support team who help me via teamviewer in these previous days!