If i move a little bit farther the 2nd sensor, then the console will receive the signal when the magnets are removed.
Please define "a little bit farther".
This is normal? Conflict with sensors? Shouldnt they work in different frequencies?
All the security sensors operate at the same frequency. The only time they will interfere with each other is if they are triggered at the same time and therefore transmitting at the same time.
If your sensor, that is monitoring the door window, is attached to a metal door then it's RF radiation pattern could be altered enough to degrade it's range; thus causing it to not reach the console.
Also check for any object (particularly metallic ones) that may appear in a direct line of sight from the sensor to the console. There may be something that is blocking the signal for the window sensor but not the door sensor.
And last but not least, make sure the batteries are not weak.