Finally, the problem was that the WSDL was being cached.
To make the first test, I used
$client = new \SoapClient('http://' . $request->getHttpHost() . $request->getScriptName() . '/feriados?wsdl', array('cache_wsdl' => WSDL_CACHE_NONE) );
To instantiate SoapClient. That way, it worked. so to get rid of WSDL_CACHE_NONE parameter, I deleted all files that start with wsdl in /tmp folder.
Regards, Jaime