@Zing Thanks for the idea !
I found this topic very similar to mine :
https://forum.recalbox.com/topic/11228/nespi-fan-control-2-problèmes-résolus-en-même-temps/8
I just realized he used the same script (S99Custom) in the /etc/init.d directory, to launch his python script...
I then found that I forgot to add a "&" at the end of the line, in order to detach the python script execution from the bash session.
I will try asap and then get back here to told you.