I didn't have many logs. I think that it's because HAProxy tries to balance between two Kibanas and it loses the session or mixes up the sessions between both...
I changed the config file of HAProxy to "balance first" and it seems to work. Now, it's more an HA Kibana instance of balance the traffic between them.
HAProxy logs
0000000c:http_web.clihdr[0008:000d]: Referer: http://xxx/app/kibana
0000000c:http_web.clihdr[0008:000d]: Accept-Encoding: gzip, deflate
0000000c:http_web.clihdr[0008:000d]: Accept-Language: en-US,en;q=0.8,es;q=0.6
0000000c:http_web.srvrep 403 Forbidden
0000000c:http_web.srvhdr[0008:000d]: x-app-name: kibana
0000000c:http_web.srvhdr[0008:000d]: x-app-version: 4.3.0
0000000c:http_web.srvhdr[0008:000d]: content-type: application/json; charset=utf-8
Explorer logs
Failed to load resource: the http://xxx/elasticsearch/.kibana/index-pattern/_search?fields= Failed to load resource: the server responded with a status of 403 (Forbidden)
Trying to get the Kibana logs...