It was obvious from the beginning. It's been several months since I spent 2-3 hours trying to switch to CD2. But for this game it is absolutely necessary to be able to make an ingame backup to achieve it. One post in particular gave me the bug but I did not understand it.
For the game to be fully compatible it was obviously the bios playsatation in the recalbox. For a novice explanations on this forum are almost always evasive on the subject and does not allow to clearly understand that it is not original in the recalbox. You have to add it manually and download it on the net !!!!
At the launch of the game it says 'no bios files found' the game runs without but with gaps, as the backup ingame that did not work. After downloading the bios and copying it to the bios directory, the launch of the bios no compatibility message did not appear. So I load my state and make a backup in the game (ingame) and this time it worked.
At the time of changing CD I made a save state at the time of the last backup of CD1 and I renamed GrandiaCD2. I launched Disc2 and loaded the state to the loading screen so I was able to backup from CD2 with my CD1 progress. And finally after the famous 'verification of data' it has correctly loaded. I restarted the game and I loaded my game normally. Finally whew it was finally possible to move to CD2.