I finally made it work! With workarounds, but I’m ok with even so! I bet it is a bug in the Blender exporter and not in the Monogame importer.
I did it by rotating the bone -90º in the X axis and applying the transform (Y becames up) and then applying 90º back, without applying this time (Now whenever I edit in the Z axis, I the bone updates its Y axis, this made the Y and Z axis swap go away) and scaled 0.1 the model in relation to the bones (and it made the deform go away), now this is exactly I was expecting:
Milun, so many thanks to you, without your help and patience I wouldn’t be able to figure it out. You’re awesome.
Tonight I sleep listening to “We’re the champions” in my head. hahahaha