Hi Fabio,
I don't think Leaflet labels can be customized to that degree via the R api.
However, one option that might work is by customizing your app via CSS [1]. It looks like you might be able to turn off label arrows by placing this in a custom CSS file:
.leaflet-label-bottom:after, .leaflet-label-top:after, .leaflet-label-right:before, .leaflet-label-left:after { content: none; }
Alan
PS: If you use labelOptions(style = list("border" = "none")) instead of labelOptions(style = c("border" = "none")) that error should go away.