Many thanks rdb.
Unfortunately, I added at the top of the file:
from panda3d.core import ConfigPageManager
from pandac.PandaModules import loadPrcFileData
loadPrcFileData('','show-dll-error-dialog 1')
ConfigPageManager.getGlobalPtr().reloadImplicitPages()
But no result (I understand a pop up window should open in case of issue when loading a DLL, but no window showed up).
I made several tests but the result is still the same.