After cleaning and rebuilding my extruder I started a new round of test.
Since I didn't receive the M6 nut, the only way to retain the nozle is by the PTFE.
After maybe 3 minutes of extrusion, the heater barrel goes out of the PTFE :-(
Gush ! The PTFE is now full of ABS with a larger hole on the side of the barrel.
I'll need to buy another. Note to me : Find a M6 nut before next test.