Thank you Alex, I did both -secondary IP address on lo0.0 and receive route- and none of them is working, I can't even see BFD packets coming out of the interface when I do "monitor traffic", however the log shows the bfd session bouncing, going up and down in the same second:
Apr 2 09:39:16 pe1 bfdd: BFD Session 127.0.0.1 (IFL 348) state Up -> Down LD/RD(218/217) Up time:00:00:03 Local diag: AdminDown Remote diag: None Reason: Received Upstream Destroy Session.
Apr 2 09:39:16 pe1 bfdd: BFDD_TRAP_STATE_DOWN: local discriminator: 218, new state: down
I feel that it's simple, something is blocking the BFD local on the router, any more ideas?
If finally worked after allowing the LSP ping port number 3503, quoting from RFC 5884 "BFD for MPLS label switched paths":
If there are multiple alternate paths from an ingress LSR to an
egress LSR for an LDP IP FEC, LSP Ping traceroute MAY be used to
determine each of these alternate paths. A BFD session SHOULD be
established for each alternate path that is discovered.
Periodic LSP Ping Echo request messages SHOULD be sent by the ingress
LSR to the egress LSR along the same data path as the LSP. This is
to periodically verify the control plane against the data plane by
ensuring that the LSP is mapped to the same FEC, at the egress, as
the ingress. The rate of generation of these LSP Ping Echo request
messages SHOULD be significantly less than the rate of generation of
the BFD Control packets. An implementation MAY provide configuration
options to control the rate of generation of the periodic LSP Ping
Echo request messages.