Woah;
Now I understand why so much user end by not using KMail (if you are curious look at KDE forum and Reddit for KMail issue)
Basically @girish you were on the right track simply I had to go a little bit deeper
instead of looking under identities (because, of course, my Identity was well configured)
the issue is located under the sending configuration where you have to declare the mail email (not the alias even if my test is not with the alias.)
9b78073a-ff99-4158-acb0-011f3f510209-image.png
Anyway thanks for your help! 🙂