Thanks Robin.
I just contact Nikon about my issue and here is the answer and resolution.
This behavior can be linked to two main points:
The use of the AF-ON button combined with the “Focus” priority in the autofocus setting a2. If the camera does not confirm focus, it will block the shutter release.
In Focus Shift mode, the camera automatically adjusts the focus plane. If the initial focus is too close or the shift width is too large, the camera quickly reaches its focus limit, which interrupts the sequence.
To optimize your shots and ensure a complete sequence, here are a few recommendations:
Switch to manual focus before starting the sequence.
Set a2 to “Shutter Release” (rather than “Focus”).
Decrease the shift width if the subject is close.
Increase the number of images to cover the entire desired depth.
Set the initial focus on the closest element to be photographed.
Recommended configuration example:
Mode: M
Focus: Manual
Number of images: 20
Shift width: 3
Interval: 2 s
Exposure smoothing: OFF
Silent mode: OFF
Tripod: Yes
VR: OFF
I tried following those recomandation and everything is working well.