I found the problem.
I made some security rules and one of those rules block to run php scripts inside all of my writable directories, include /cache.
When I had activated the css/js compression, the template creates a directory gk inside of /cache and creates files .css.php and .js.php inside it. My scripts was blocking it.
I change the configuration and my website is working, however, this change opens a security vulnerability.
Is it possible to use css/js compression and don't save .php scripts inside /cache?