Hi @Rui Ferreira
I'm glad to hear you solve the problem ,if you have any issue about SharePoint, you are welcome to raise a ticket in this forum.
By the way, since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others.". and according to the scenario introduced here: Answering your own questions on Microsoft Q&A, I would make a brief summary of this thread:
Issue Symptom:
I don't have the option Report Server Integration Feature available in Site Collection Features but it is activated in Central Admin in Service on Server.
The environment is a test server with just a sharepoint server 2016 and a SQL Server 2016. I have the microsft SQL Server 2016 RS Addin installed and the SQL SPRSService Application Pool is started
Current status:
Rui Ferreira has already solved the problem, Apparently the Application Proxies "SQL SPRSService Service Application Proxy" for that WebApplication was configured as custom. He went to check in the production environment and saw that it should be by default. He changed it and restarted the "SQL Server Reporting Services Service" in Service on Server and voilà, problem solved.
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