If you don't get any X-Spam headers, then the mail isn't being fed through spamd. You will always get at least a X-Spam-Checker-Version header.
I get only this header: "X-Spam-Status: No, hits=-2.6 required=8.0".
So how I can get all the headers that I can insert in local.cf?
Thank you very much! Bye Mattia