After googling a lot and trying so many sugestions to fix my problem, I decided to ask for your help here.
I rooted my THL 5000 using kingo root.
After this, I partitioned my 32 Gb SD Card into 2 partitions (1st FAT32 and 2nd as EXT4, both as primary) using Mini Tool Partition and following a tutorial guide in rootmyandroid.org.
I changed the configuration of superSU to "enable SU during boot".
Installed the Link2SD granting root access. Change configuration of Link2SD to "relink libraries during boot" and "relink dex during boot". Choose EXT4 for 2nd partition and after rebooting, it seems that worked. When I see the "storage information" it shows "SD card 2nd Part" in /data/sdext2.
But, when I created a link to an app and rebooted, it simply disappeared. Is weird because using a terminal emulator, I accessed /data/sdext2 and his apk was there. I also could create a dir there for testing.
I tried to make the Link2SD a system app (mv /data/app/com.buak.Link2SD-1.apk /system/app/com.buak.Link2SD-1.apk), but this error messagen was shown: "failed on '/data/app/com.buak.Link2SD-1.apk' - Cross-device link".
I saw the suggest to remove the scripts 05mountsd and 11link2sd from /etc/init.d, but my android doesn't have this directory.
So, what did I forget?
The cause is the /etc/init.d missing