I just received another email from Caparo in which they explained what they think the problem is. They will send via Racingline the following: reshaped pads, spigot, and pad retainers.
I hope that this time works
As i understanded from the email the nuts on the modern cars are chamfered, and these act to align the wheel and keep it in position. So, tomorrow when i go to the workshop i will tell the guys there to remove the custom spigot i made, unmount the whole brake kit and mount it again more carefully.
Hope everything will be safe when i mount the wheel only in the 5 bolts/nuts (don't know the correct term).