We figured out what happened in the site.

We had to add in the registry key HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa\MSV1_0 the Multi String value BackConnectionHostNames which contained only the hosts, not with the domains, because it only read the first line of the file and the other kept on the loop.

After that, we double-checked if we had in the IIS Authentication, Windows Authentication as our only authentication active. But, in the authentication providers, we had to remove all the providers but NTLM, because Kerberos and the others weren't compatible. (It seems like there was a MS KB in October that disabled those providers)

We restarted IIS and our sites worked.