Hello Paco,
I was unable to reproduce the complete black objects that you see. However I tested this in 4.8.3 and 4.9 as well as another version of the engine.
I definitely see some discrepancies between the versions. I saw a horizon that returned completely black when it should have been a softer blue.
I have entered a bug for this and attached this thread to it.
The ticket number is UE-21251.
I will keep you up to date with the progress of this issue. I do know that reflection view mode is something that has caused many issues and is currently being investigated.
Thank you for reporting this.