I had narrowed the problem to be related to enabling Nic Monitor enhanced MCS profile. Before enabling it the cdm probes were collecting metrics as normal. After that only Nr of CPUs and some of Disk metrics were collected on the robots with the problem.
I have seen the same problem at another client running Windows 2019, so the specific OS is not the problem.
The solution I have found was:
0. Disable Nic Monitor Enhanced MCS profile;
After this adventure I stopped using enhanced MCS profiles.