I'm guessing you're not able to post a packaged workbook (twbx file), but if you can that'd be helpful!
Otherwise, can you post a screenshot with the relationships and data box showing?
When you say "The thing is that I see the relationships, but I cant see the linking field icon neither on gray nor on red.", have you tried adding relationships in your Data menu>>Edit relationships?
I may be misunderstanding, but if you have two like dimensions, with different names, you can add the relationship using this method--in this screenshot, Date and InvoiceDate have different names but they can be linked by Adding the relationship under the Custom option as shown:
Not sure if this helps you get your result or not.
Thank you for your time. ok... so here I can show you what Im trying to do... in the first report I have both sales and sales quota ... by month and year and looks fine... on your right hand are the relationships between the primary source and secondary, the third one is a secondary source linked to another secondary source...
on your left hand at the bottom is the result of putting sales force director, on green is for sales measure and its ok, but on red looks like if no relationships where placed... and as you can see there is no gray link field... please feel free to ask for more screen shots, I cant upload the the workbook as Tracy said...