On the wp-admin/customize.php screen, I try to hit publish after creating the main menu for my blog and there is a message saying that something went wrong. Wait a few seconds and try again. I wait but it never works.
I tried doing that and it did not work. Its a staging site on a subfolder of my main site, there are no plugins installed, since its a clean install I did today.
I disabled some of the modules and that did not work either.
But I have solved the problem creating the menu on the nav-menus.php page of wp-admin, I will leave this explanation here as a help to others.