Guys, solved.
The problem was that somehow the forwarding from search head (server_B) to indexer (server_B) Was Broken. I'm not sure, but I did something bad to my deployment server (3rd Splunk instance).
So I justed needed to put "https://serer_A:9997" on my search head via web interface (Settings -> Forwarding ... -> new)
That's it.
Note. Don't make my mistake. If you indicate on your search head which server you want as a peer (in Settings -> Distributed Search) that means FOR SEARCH, NOT COLLECT / INDEX your data. For collecting / indexing your data make sure your forwarding configurations are Ok (via web interface as I described, or via outputs.conf file).
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