Hi, thanks for replying.
No, I'm not. After the issue, I've deselected the option "Host Theme Files", and haven't made more attempts. On that occasion, that behavior was clear.
I have no idea of the reasons... A few days ago we've started using a true CDN, and I've edited our style.css file so that the header message is hosted also on our CDN (because the image was manually defined in the style file, it was in one server, and the rest was in another one). I've also checked again the option for hosting the theme files. And it's working.
Of course this was done with a try and error approach.
Right now we only aren't able to use the minify feature in W3TC, as it corrupts the design, and makes the menu unusable. We're using WP-Minify, which for some reason does work (we've only had to introduce an exception for the menu). If you can suggest any workaround, it'll be great. We'd like to have the minified files in the CDN, but this is not possible (as far as I know) using WP-Minify.