All right, everything is working properly !

after some research, I noticed that I had forgotten an option like a noob....

In Cinema 4D, in export window, I forgot to check an option.
-> "Geometry / Normals"
For all C4D users, dont miss this option !

Tic
Normals option in
Geometry Tab in Export popup (fbx export).
Split your 3D model into several subparts if you want to bake subparts separately and
uncheck "Create a texture set per UDIM tile" in Substance Painter popup import settings !
And now everything works.
I have tried to bake with separate meshes, and it works.
Again, thanks for your time CAGameDEV !