The closest I got to what I want was with the Channel Network and Drainage Basins tool, although there are still small details in the areas close to the coast. In this tool the input it's just a Filled DEM and the Stralehr order to begin a channel. It's based on the D8 method. I couldn't delineate subbasins.This is the result with a threshold of 5:
The watersheds delineated with the Fill Sinks (Wang & Liu) still seem more like the expected result, but couldn't find anything about how the method works.
I won't mark this answer as accepted, because I couldn't solve my problem completely.