Hello Gomes,
There are number of reason to not generate Planned order for your finish material.
1. You need to check the Plant parameter in your system.
2. MRP View in material master
IF possible share your MD04 screen shot with MD61 screen shot to understand your issue.
If you recently change the Planning strategy without removed the existing PIR, in that case system will not consider your new requirement.
Remember whenever you change the Planning strategy you don't have any existing PIR with old planning strategy If you have then first enter old planning strategy then remove the PIR and run the MRP, Once all requirement deleted you need to set new planning strategy and run the MRP.
System will create the planned order for your finish material.
Make sure your Requirement type is VSF in Md04 as per Planning strategy setting 40 set in MRP view3.
Please check and revert
Regards
Umesh Mali