I think I found the reason of the issue. It is not related directly with Sonar, but more with the reverse proxy configuration on IIS.
I noticed using F12 on chrome that I was getting a 404 error during the call to https:///api/measures/search?projectKeys=…
Digging I noticed that the querystring was very long and googling I found that, for security reasons IIS limits by default the querystring to 2048 bytes. My querystring was longer and this was the reason of 404.
I changed in iis configuration the Request Filtering settings as image below and this solved the issue