After several hours working on the problem finally, I find a solution. At the end, I was able to load any .uf2 files and the Arduino IDE was able to upload sketches every time. Those are the steps I had follow to solve the problem:
Preparation:
Read “Resetting Flash Memory” on the “Raspberry Pi Documentation” and Download flash_nuke.uf2 from this link
Plug the Pico Bootsel pressed, If File Explorer does not open, you will not be able to load the flash_nuke.uf2 file into memory, do not worry, latter you will have the opportunity to do so, but if it does, just drag and drop this file into the RPI-RP2 volume and wait until the Pico’s onboard LED flashes 3 times.
Loading this file into the RaspberryPi Pico will clear the Flash Memory. After done, the Pico will always open the File Explorer with the RPI-RP2 volume when plugged, independently of the Bootsel button state. That behavior will remain until you upload an .uf2 file into memory, from then on, the Pico will work as usual.
Unplug the Pico.
Now we are going to delete some devices from the Device Manager, that way we will have a clean start, next time we plug the Pico, Windows will load the drivers to handle it.
Delete all Pico related devices on the Device Manager
Right click on Windows Start, and select Device Manager
On Device Manager
View-> Devices by container
View-> Show hidden devices
Delete Raspberry Pi Pico Devices
Double click to open the container, and then you will see all the devices in that container, go into each Pico related container and delete devices one by one.
Right click on every Pico device leaving "USB Composite Device" and “Volume” until the end. When Uninstalling "USB Composite Device" or “Volume” other devices in the container also disappear, we want to delete driver software if they exist, so, delete them as a final step.
If the Uninstall Device dialog windows show a check box (Delete the driver software for this device), mark it and Confirm by clicking on Uninstall, if not, just Confirm by clicking on Uninstall.
Example: in my case, from the picture above: Pico, RaspberryPi Pico, RP2 Boot.
Double click on Pico to open the container, and then you will see all the devices in that container.
Right click on "USB Serial Device (COM8)" and select "Uninstall device", if the Uninstall Device dialog windows show a check box, mark it and Confirm by clicking on Uninstall, if not just click on uninstall.
After deleting all Pico related Devices, go back into Action->Scan for hardware changes, to ensure no Containers related to Raspberry pi Pico still exist.
After clean up, we will upload a fresh copy of the Arduino Drivers.
Run Arduino IDE, go to Boards Manager, if you find “Arduino Mbed OS RP2040 Boards” installed, remove it, if not continue with next step.
Install “Arduino Mbed OS RP2040 Boards”.
Plug the Pico Bootsel pressed this time, wait until windows notification “Device ready ‘RP2Boot’ is set up and ready to go.”, If Windows open the File Explorer showing the RPI-RP2 (USB Mass Storage Device), it is a good time to reset the Pico Flash memory. Drag and Drop flash_nuke.uf2 file, as explained at the beginning.
Go back to Device Manager, select from the menu Action->Scan for hardware changes.
On the RP2 Boot container, right click the device that start with “RP2 Boot” and select properties. As showed below.
On the Properties window select the Driver tab, click on the “Update Driver” option
On the next window, select “Browse my computer for drivers”.
Write “C:\Windows\System32\drivers” on the location search path, mark the Include subfolders
Click on “Let me pick from a list of available drives…”
At this point, you may have one of the following scenarios:
1- Select your device’s type from the list below.
2- Select the driver you want to install for this hardware.
Continued in next post:
In the first just double click over any of the options from the list, will bring you the second scenario, then, select “Nano RP2040 Connect Picoboot IF”, click next
Plug the Pico Bootsel released
Wait until windows notification “Device ready ‘RaspberryPi Pico’ is set up and ready to go.”
You can go into Windows Settings->Devices and see the Raspberry Pi Pico under Other devices
Unplug the Pico
Now you have fixed the problem