I need that agents that belongs to Response Group with DDI: +34111111111, when thet call outside, the caller ID was +34111111111....

What options do i have to do it??

If you need that to occur 100% of the time, then I'd create a voice policy for users of the response group, and in the routes ultimately assigned to that policy, add a caller ID mask.

If it only needs to happen occasionally, you can set the workflow to enable agent anonymity.  Users can then choose when to hide their caller ID.

http://www.skypeadmin.com/2014/05/23/lync-response-groups-and-agent-anonymity/

We have 800 Response Groups, then 800 DDI... !!!!

I'm confused by the response.  Did I answer the question properly?  Is the "800 DDI... !!!!" response meaning that creating 800 routes and policies would be a giant pain?  If so, then... yeah.  You'd want to script that for sure. 

If you enable agent anonymity, you wouldn't have to do more than train your users to use the Lync client to make calls with this option, but some calls would go out with their own number of course.