Hi Alfredo,
Switch off the message FE 146 in transaction OBA5 of your DEV system and transport this setting to your Production system. After this TR is moved to your Production system, you can proceed to use transaction FSE2 in Production to directly modify the Financial Statement Version. When you try to save your changes by clicking on Save button, you will still get a message that client is non modifiable, however just press enter key. Then you will get another message that changes are saved. Hope it helps.
Regards,
Sridhar