We study the effect of magnetic impurities in a two-dimensional topological insulator under voltage bias. The quantized conductance of this system is computed, and we study the influence of magnetic impurities coupling with charge carriers on the transition between phase with conductance (in fundamental units $e^2/h$) of $G=2$ (integer quantum spin Hall effect) and $G=1$ (anomalous quantum Hall effect). We assume a ferromagnetic coupling between impurities and electron-like carrier, and two kind of coupling with hole-like. We show that the phase $G=1$ exists for ferromagnetic hole-impurities coupling, in the strong coupling limit, in contrast with the prediction of the mean field approximation. This result is supported by direct numerical computations using Landauer transport formula, and by analytical calculations of the chemical potential and mass renormalization as a function of the disorder strength, in the self-consistent Born approximation. The transition is related to the suppression of one of the spin conduction channels, for strong enough disorder, by selective spin scattering and localization.