You have started a scenario. Does it happen in a new random game?
It seems it doesn't. With your idea, I've tried to start a new game on temperate and it does work correctly now. In this case it should be the scenario ?
Where did you get the scenario from? Did you modify it, especially the used NewGRFs?
Besides loading it in Scenario Editor and applying newGRF, saving it and playing after, I didn't do any modifies...
If I set it to false or 0, how I'm gone introduce newgrf in a scenario ?
You don't. And that's the whole point. You made here a good example why this is disabled by default.
You should not use developer settings unless you know what they do, what they imply and what there possible consequences can be. You messed with the savegame, expressly accepted the consequences by clicking 'ok' in a red warning window. And now come and complain that the savegame or scenario is bugged after tempering with it in one of the worst possible ways: changing NewGRFs, most importantly industry NewGRFS, after it was initially created. Generally changing NewGRFs after a map is created NEVER works. If it appears to work, it still may have consequences which are not obvious and lead to bugs and crashes later on - all due to tempering with it in the first place.
how could I play on a real based Europe map and use my preferred GRF
configure your NewGRFs to what you want to use. Then go to create new game and choose a heightmap which shows the map section(s) you want to play with.