Alright.
What I am trying to achieve is pretty much the light effect of what you got from my first post (obviously I wont get the same as I don't have the same geometry, light etc but I don't even get the caustics usual behavior).
If you see the attached image, you will notice that I got a chandelier on top, which has sphere light (and some objects with Emission), but I got nothing even close to caustics. Those lamp shades I won't expect much from them, but I am still believing that the sphere Light inside the lampshade should for some reason react differently with the glass bellow. I am not an expert on that, I'm learning Corona but for me doesn't look right. Those two images are done on progressive render and I don't think is worth to post any bidir/vcm as they came out VERY noisy therefore I haven't save it. (I'm taking a night shot as we speak, on progressive again).
Cheers.