In the Assets Config I configured "webdav.sub.domain.TLD"
When I go on it and try to login with my Admin User I just get asked to login again.
When I press Cancel I get Authentication required
on WinSCP i get Access Denied.
So I found a way to fix this problem
It happens because im using FastCGI and its not working with HTTP AUTH
to get it to work i added a new line in my .htaccess:
RewriteRule .* - [E=HTTP_AUTHORIZATION:%{HTTP:Authorization}]