Hi Jay, I finally found a balance after many hours of work.
OK here it is:

The mess came with a loop between the i and out MIDI channels.
I put the midi port of my MOTU Traveler as "in" and IAC 1 as "out".
No more mess !

I also switched the Halion Sonic on the Asio of the Motu Traveler.
So it could have its own way for the "out."
Had to untick the "release driver in the background" stuff to solve
the problem not to hear any sound outside the Halion's window.

Well the songs don't sound the same as on my PC but I think
I'm going to deal with it.

Thanks for your help Jay it was very helpful. I appreciate it !

Regards
Duke