That's it - it works!
Here my final (minimized) configuration:
remote.connectionprovider.create.options.org.xnio.Options.SSL_ENABLED=false
remote.connections=default
remote.connection.default.host=localhost
remote.connection.default.port=4447
remote.connection.default.username=userName
remote.connection.default.password=password
remote.connection.default.connect.options.org.xnio.Options.SASL_DISALLOWED_MECHANISMS=JBOSS-LOCAL-USER
remote.connection.default.connect.options.org.xnio.Options.SASL_POLICY_NOPLAINTEXT=false
And for JNDI:
Context.URL_PKG_PREFIXES=org.jboss.ejb.client.naming
This seams to be that is required to have it work.
Thank you very much!