Finally, I've used the prebuilt file to program the FPGA and to temporarily avoid the issue. I didn't install the 2019.2.1 patch. All was right until Vitis step.
I had 2 issues in Vitis :
1 ) I wasn't able to connect to any of the serial ports.
Solution :
sudo adduser #username dialout
sudo user mod -a -G dialout #username
reboot (very important!)
2 ) Error Lauchning the Program
Could not find ARM device on the board for connection 'Local'.
Check is the target is in :
1. Split JTAG - No operations are possible with ARM DAP.
2. Non JTAG bootmode - Bootrom may need time to enable DAP.
Solution :
cd /tools/Xilinx/Vivado/2019.2/data/xicom/cable-drivers/lin64/install_script/
sudo ./install-drivers
Everything works, I have the "Hello World" message.
Suprisingly, I don't have the 'PSU UIPARAM DDR CWL(PSU__DDRC__CWL)' issue any more.
Thank you JH