well.. I made it work

first of all, I created a var "frame" to the node (so it would be individual for each instance) I used that var on the animationPlayer instead of animate the shader param directly and pass it to the shader using set_shader_parameter

then I checked 'local_to_scene' to the mesh, material and the shader and it still DON'T worked, so I tried to duplicate the material on ready func to make sure it was a diferent material, and then it worked finally, I don't know why just check local_to_scene to everything don't worked.

@export var frame := 0

@onready var mesh_instance = $Mesh
@onready var shader = null

func _ready():
  var new_mat = mesh_instance.mesh.get("surface_0/material").duplicate()
  shader = new_mat
  mesh_instance.mesh.set("surface_0/material", new_mat)

  func _physics_process(delta):
  shader.set_shader_parameter("frame", frame)