fantastic! we understood the problem, thank you very much @stephdl .
It is a problem of permissions.
chown redis:redis -R /var/lib/redis
systemctl start redis-rspamd
systemctl status redis-rspamd
ll /var/lib/redis/rspamd/
total 12
-rw-r--r-- 1 redis mail 4626 Sep 17 17:10 dump.rdb