Ok, I have a big problem, all I wanted was a pistol without unlimited ammo, so I added this to the all_weap_inf_pistol2.odf:
RoundsPerClip = "20"
ReloadTime = "0.6"
HeatPerShot = "0"
I also changed the ammo in the unit odf:
WEAPONSECTION = 2
WeaponName = "all_weap_inf_pistol2"
WeaponAmmo = 3

What happened?
Now I have a pistol that doesn't overheat, shows "60" in the HUD, but when I shoot, I don't lose ammo... WTF?

Make a new pistol copying it from the com_weap_inf_pistol.odf instead of using it as class parent and move the appropiate values according to your specifications, or make your pistol a child of com_weap_award_pistol.odf, just make sure is not "unlockable", the regular pistol is made so it has infinite ammo and overheat so you need to avoid the default settings, if you plan to do more pistols with those settings I suggest you make a new class parent.

Thanks, making a new class parent and editing the "RoundsPerClip" there solved it.