Hum... I did the hosts file test and that helped me discover another two behaviors.
1.
If I try opening a console, it opens.
If I close it and try to re-open it, it won´t open (nothing new here).
But, if I wait about 5 minutes, it will open again.
2.
If I try opening a console, it opens.
If I try opening a console to another VM, it won´t open.
If I wait around 5 minutes I´ll only be able to open the console of the first virtual machine. The other one simply won´t open.
It seens like actually I have two issues:
1. Some sort of minimum interval between the closing/re-opening consoles;
2. I can´t open two consoles (to two different VMs) at the same time.
Test were done going throught the load balancer and also bypassing it.