Thank you very much for your help.
In the end I did what you told me, do tests to see what happens when it is used:
jekyll servejekyll build
And thanks to you, I have found the solution. Just as you said, when you do serve, everything is created but with data from localhost, on the other hand, when you use build, I have checked it more than 2 times because I couldn’t believe it, It uses, if you can say that, the configuration of the _config.yml file and all the links of the feed.xml, the robots.txt and the sitemap.xml are created perfectly following the domain that I have set in the url of config.
Thank you for all the help and clarifications you have given me.