Hi ! Thanks for your answer.
I switch to Twenty Twenty theme, then to Twenty Nineteen, and still have the issue on both of them. And I wrote exactly the same shortcode as you did in the video.
But, I found where the problem was. I use the Classic Editor plugin to remove Gutenberg, and there was the problem. When I switch off this plugin, it works !
I don't know if you can fix it for a next update, but meanwhile, I won't use Classic Editor plugin anymore, even if I prefer this way of build a WordPress Page.
Thanks for your help 🙂