And I still have this front fan, not turning at normal speed, but my temperatures are way below anything to worry. I will have to open it again. The new fan that they sent me, is just doing the same. I have to try to plug directly to the PSU, with a small adapter.
I finally took the time to open and check this front fan.
I got all answers, but not 100% satisfied.
It seems the SYS_FAN plug, on the motherboard, is delivering less than 12V
(maybe something I should check on the BIOS.)
And the front fan, needs 12V to run at low/high speed setting (700/1200rpm)
With a fan power adapter cable, I could deliver 12V directly from the power supply and the fan can run at 700 or 1200 rpm.
In the end, I realized it was still "noisy" for my silent room, at the 700rpm.
So, I plugged back on the motherboard.
It's now running on the setting "fast", but turning at around 600rpm. Inaudible. Perfect!
And the system is still cool enough, since I have an empty box, small i3-3225, no GPU.