You were correct that somehow was related with OpenMP. I did not find which problem exactly was since I had installed MKL and built using it. However your suggestion of using “builder” git repository has been the solution for me.
I have built it (pytorh .whl and libtorch package) using that repository (with settings env variables) and the result is good for me. I guess using setup.py, I were missing something that did not resolve the MKL dependency as it needs it. Now I have it with compute capabitly 3.5.
Thanks a lot for your time and your help