My Privacy settings are not changing.

Hi. It seems that you are using a child profile. You will need to recover the password for the parent account first. Ask your dad to go to this site :
https://account.live.com/acsr. Once your dad have the access to his MSA again, he will then be able to change the privacy settings for your profile.

Use this link for reference:
https://support.xbox.com/en-US/xbox-one/security/error-child-trying-to-access-settings

https://support.xbox.com/en-US/xbox-360/security/xbox-live-parental-control

Don't be sorry. I want to close this one because I don't use it anymore, I have another one

That's the problem, I can't close it in that page, because of the Microsoft Points (that I have not).

Also, i'm in Portugal so I guess it's not a good idea to call those numbers

I'm sorry to hear you want to close your account.

If you want to close your account you can do so by logging into
http://account.live.com/ and then scrolling down to the bottom and clicking 'Close account'

However, I highly recommend you give Xbox Support a call on 1-800-469-9269 or 1-800-4MY-XBOX and they can escalate the issues you're having to get those issues solved for you.

Xbox LIVE Support number's for Portugal are 351-214154303 or 800-844-059.

Hope this helps, hopefully they will be able to do it on their end.

The ASCS form will ask you to provide a working Email address. What your dad needs to recover is the password for the MSA and not for the Email. The ACSR link once verified will give you the reset instructions to the working email that you have access to.