Hi Fabio
Before answering your query, just wondering any particular reason for going for RFC for the sender adapter. IMHO, ABAP proxy would be a better choice.
Anyway, for your error, can you confirm if you are having a single stack or dual stack system?
If I am no mistaken, to establish sender RFC connectivity, the gateway for the registered program needs to be on an ABAP stack. Generally, the recommendation is to use the gateway on the application/backend system, i.e. ECC system. You can read up the following interesting discussion on this that mentions the possibility to have it on the PI system (but the reference note do mention it has to be on an ABAP stack).
RFC Sender channel - which Gateway to chose
Regards
Eng Swee