I can´t log in into my session from the remote Mac after the display turns off in order to save ener

I have an issue with Teamviewer. When my remote MacBook turns off the screen, I keep it locked, so I have to input my password. 

The issue is that when I tried to access from another MacBook Air with the same lastest version (13.2.5321) to the remote MacBook Pro, it does not let me access to the log in user screen. It simply goes dark, and it is unaccesible. 

i was looking all over the community and I didn´t find an answer or a workaround for this. In terms of security, I don´t want to leave unlocked my session, and in terms of energy savings, also, I don´t want lo leave the screen always on.

Is there a solution?

Many Thanks