Browser Caching is not working properly

Hummingbird is given an error on the browser caching:

Browser Caching is not working properly:

Your server may not have the "expires" module enabled (mod_expires for Apache, ngx_http_headers_module for NGINX)
Another plugin may be interfering with the configuration

Browser Caching is not enable, was tested in an external tool (GTMetrix).

Rules were properly added to the .htaccess. Other sites in the same server works properly, so should not be an issue with the "expires" module.

WordPress admin and FTP credentials were sent during the Live Chat.