I know that the MacbookAir has a limited memory and that loop is pretty long

Try this
'Proceso de borrado de filas

For I = NumRow To 2 Step - 1
    If IsEmpty(Cuadro(I, 1)) Then Exit For
    J = J + 1
    If WorksheetFunction.CountIf(Sheets("Filtro").Range("A2:A60000"), "*" &  Cuadro(I, 1) & "*") <> 0 Then
        Cuadro(I, 1).EntireRow.Delete
    End If
    Application.StatusBar = "Queries procesadas: " & J & " de " & NumRow - 5 & "."
    DoEvents
Next I