Everything works now. I made another Ethernet gateway using an Arduino Uno, a compatible Ethernet Shield and a RF24L01+ module without the antenna. Now the sensors get their reply from the gateway and they report to Domoticz seamlessly.
It seems that the problem was with the antenna version RF24L01+ module I was using. Probably it got destroyed when I replaced its pins.
Some guidelines for troubleshooting that may help others:
check that the power supply is good enough. If you are using one of these cheap breadboard power supplies with the ams1117 regulators, check that you provide enough voltage for the regulators to work properly. Do not expect from a capacitor to save you from a faulty power supply, especial when you use batteries. Have in mind that some of these supplies are shipped with faulty regulators and provide as high voltage as their input.
verify that the Ethernet module works properly. Just upload a simple sketch and get an IP. eg. test this.
verify that the nrf24 modules work properly. You can try this. Actually a test circuit to check the RF modules before using them may save you a lot of time.
Get the latest mySensor sketches from github.
Use MYScontroller to monitor the messages the getway and the sensors exchange.