I finally got it to work. The issue was the loading of custom security jar. It seems that putting it in the ear is not a solution (or I think not sufficient)
I added it on the jboss_install_dir/modules/org/jboss/remoting/main and modified the module.xml file at the same path to also use that resource.
I worked with or without the jndiProperties.put("jboss.naming.client.connect.options.org.xnio.Options.SASL_DISALLOWED_MECHANISMS", "JBOSS-LOCAL-USER");
Thank you very much for your assistance
Daniel