After spending some time with the QlikView support, finally I know what is going on.
First at all, the syntax od the EDX message included in the QVS manual has a gap. To send the variable to the EDX task, syntax should be like that:
<string>..and so on...</string>
Second, variable will be considered during the EDX task, only if you are using Publisher license. This is a bug (ID 25299). It should work also with the standard QVS license. Probably it would be fixed in the next release, but QlikTech is not sure for 100%.