Some updates… If we have the Ultimate members installed users are able to login with the login page provide by U. members but not can login on the wp-login page.
So, for now we have 2 solutions.
1) Force the users to login via WP-Login.php
2) Make a hook that put the expired user on a inactive state on Ultimate Members. I will try to figured out how to do this, if someone knows plz let me know it too!