According to the documentation sieve_dir is deprecated but should still work. The "sieve =" configuration accepts options to set the active script http://wiki2.dovecot.org/Pigeonhole/Sieve/Configuration
Ok, it seems that was the problem. I changed sieve = file:~/.dovecot.sieve to sieve = file:~/sieve;active=~/.dovecot.sieve Now it works
Guess I should check the config further. Thanks.
