@kshegunov Yes yes I understand you and that was what I was trying to achieve but dunno why it didn't work fine. finally it works correctly without having to call it every time in every constructor of every wizardpage. The label that was not ok with the stylesheet had a QPalette with the colour and then some css with setStyleSheet() so seems that both are incompatibles and doing that the setStyleSheet() function was ignored. I've removed the QPalette and now it works perfect.
Thanks for everything!