Solved! Go to Solution.
I finally found the cause of the problem : the SD CARD
After many tests (downgrade Android/ Custom Roms) the problem was still there : no cache, spotify disconnection and sometime reboot on launch.
So the only things I haven't test was changing the SD CARD. The one with troubles was a 64GB Transcend Premium 300%.
I replace it with a 64GB Samsung and ... no more problems ! On any roms !
So be advised that some SD card are not working good enough for Android.