I found my problem, so if this can help some people some day. Looks like SharePoint have some problems sometimes to update a field in the content database. The field NextChildByte from the dbo.ContentTypes table is the problem.
Lets say I create a content type with ID 0x010100ACEA2663B318874AA9192CA9AF678614 with Document as parent (0x0101). SharePoint will create an entry in the dbo.ContentTypes table.
In my case.. I finally have been able to delete the content type 0x010100ACEA2663B318874AA9192CA9AF678614*01*. When I recreated it, SharePoint did update the NextChildByte to 2 so I was able to create a more child content type after that.