Thanks for the suggestions.
I'm sure the issue is nothing to do with AM but to the operating system.
I finally managed to work it cheating the SO.
I mean, I load previously a simple "cmd.exe" before AM is lauched. With this, I ensure that all drivers needed by AM are loaded first of all.
I gather all this things in a .bat file and then I call this file as shell in the windows registry.
@echo off
start "" /min C:\WINDOWS\system32\cmd.exe
start "" /b C:\Attract-Mode\attract.exe
taskkill /F /IM cmd.exe
I get almost a complete invisible OS. Just a little minimized window previous to AM.
I wonder if there is another way to ensure load all items needed...
Regarding to linux, well, I would be glad to use it but I'm not sure if all my emulators have a replication in linux (i.e. visualpinball, daphne)