Problem solved with below actions:
1. There was update on CWP panel, just did the update.
2. Reboot the server.
3. Rebuild apache (using panel GUI) in the default version, 2.4.57. This time the rebuild was successfuly.
4. Uninstall previous attempt in mod security session of panel.
5. Reinstall mod security. The installation take more time than last tentative.
After instalation, mod_security2.so file was created on /usr/local/apache/modules and apache with modsecurity was working.