This is really weird...
I created a new layout, copied and pasted the Labels from the original layout and the result was the same, it was not possible to move them (they were indicated without the squares for their resizing).
At this point I wanted to post the layout here on site but, for privacy reasons, I changed their names. At this point they have become movable!
P.S.
Well, now I haven't been able to recreate that situation anymore.
It does not matter, it must have been a special case, due to who knows what.