I checked the steps in sk162393, and I found the library exists in the gateways within the cluster. The library file is in the right directory $FW_DIR/lib/, and this path is set correctly in the LD_LIBRARY_PATH variable.
So I rebooted each member of the cluster. First the standby one. After it rebooted and checked the cluster worked correctly, I tried to install policy to check any changes, and it still showed the alerts.
I put the recently rebooted GW as active in the cluster, and rebooted the other one. After it rebooted, I checked the cluster was working correctly and installed policy again. The alerts were gone. I made some minor changes in the policy, as labels and logging options in tules, and installed the policy, again with no alerts.
But when I made a change in the objects (It was incorrectly set as internal one interface), and installed policy, the alerts showed again.
I made other changes in policy and installed it, but the alerts were gone again.
I will keep monitoring if the alerts shows again and in which cases, and if neccesary I will open Support case in TAC. Definitively the reboot made some changes, and it makes sense, as the enviroment variables were set correctly and a reboot should take them.
I will keep updatig the case.