OK i found the problem. This only happens if you previously logged in with facebook.
As soon as i click on Logout, xenforo Logs out of FACEBOOK first, then tries to logout from forums and gives a security error and redirect fail.
Forum still tries to redirect to logout over and over, so, i go to facebook page again, login, and then sudently the xenforo redirection fail stops and i can succesfully logout.
This is a bug in the logout scheme, forum should logout first THEN logout from facebook.
Although I really prefer that forum does not logout from facebook, only the forum, that way this problem will be fixed too.
Anyone else having this problem?