Hi @MauroBotta. I'm not familiar with a "BLUETOOTH mode". Are you following some tutorial or documentation? If so, please post the link here so I can understand the subject better.
There is a more convenient update system available, but only for a beta tester version of the firmware (use at your own risk!):
The "zip file" they refer to is the unor4wifi-update-*.zip file you download from the link under the "Assets" section of the release:
There is work in progress now to add support to the Arduino IDE "WiFi101 / WiFiNINA Firmware Updater" feature so unless you are impatient or adventurous I recommend waiting for that: