As far as I know, there is no licensing authority in Costa Rica. So, saying that you are a licensed company is a bit misleading.
Additional information. For security and anonymity of our players we have decided to give them different Bitcoin address each time the player will make a deposit
But this contradicts your withdrawal rule which states that the user can only withdraw to the address he used to deposit. If you really care for the anonymity of your customers then you should let them withdraw to whatever address they want. Addresses reuse is not recommended for crypto users as it reduces their privacy.
you have a very valid point regarding this gaming license in costa rica.
just a quick search and you can read from this
linkand below is the quick snapshot from the article -

so in this regard, can the OP elaborate on what kind of license they got from Costa Rica? maybe, it is not a gaming license but just a business license.