[Solution] Fix the NO SERVICE/NO SIGNAL/NO ICCID/IMEI/MODEM FIRMWARE problem!
Ok, almost can't believe it, but after spending more than 20 hours trying to restore my iPhone that had NO ICCID, NO IMEI and NO FIRMWARE, I've finally managed to make it work with 1.1.3 firmware.
I've split the "tutorial" in two parts because I don't know if the first part influence in any way on the second, but here you go:
1) With the 1.1.4 firmware installed and after I've pressed the DO IT ALL! button on ZiPhone 2.5B, I've put the iPhone on DFU mode (via ZiPhone/Advanced Features).
2) Opened iTunes, Shift+click on Restore Button, selected the 1.1.3 firmware and tried to downgrade. It gave me the 1502 error.
3) Put the iPhone on DFU mode again, downgraded to 1.1.1 firmware - iTunes returned an error.
4) Restored AGAIN the 1.1.1 firmware - iTunes returned an error.
5) Tried the *#307# trick, but pressing the CALL button did nothing.
NOW THERE'S WHAT I'VE DONE AND WHAT I THINK THAT MATTERS
1) Opened ZiPhone 2.5B, clicked the REFURBISH button.
2) Removed the SIM from the iPhone and left it without any SIM.
3) Opened iTunes and installed the 1.1.3 firmware.
4) iPhone FINALLY showed an error screen with the NO SIM installed.
5) Used ZiPhone 2.5B and clicked the second button - JUST JAILBREAK AND ACTIVATE.
6) Installed iClarified's AnySIM 1.1.3 and voilá, got it working with signal again!
Now the BIG question is: Why updating my iPhone to 1.1.4 and using ZiPhone 2.5B to unlock bricks it? I guess the 04.04.05_G modem firmware doesn't work very good with my iPhone.
As soon as I check everything here, I will try to upgrade to 1.1.4 and use the iClarified's patch to unlock 1.1.4.
I wish the best luck to all people with the same problem as mine!