I wrote down that interruptions occurs when MCU is awake, and when WDT finishes each cycle, but when is completely asleep, interruption doesn't 'jump'.
What does "doesn't jump" mean? Does it mean the ADXL345 isn't pulling the INT1 high for the interrupt? Or does it mean it pulls the pin high but the ATmega doesn't react on it?
How is your I2C bus wired? Do you use internal pull-ups or external ones? There's a difference between the two setups when the MCU goes asleep (start condition for the ADXL345).