My problem of 'data was late' is solved now...
It seems that loading for the first time a package with dependencies
couldn't find the proper repositoty (!) and it was blocking on
http://modules.squeakfoundation.org/People/gk/ (I use 3.9g-7054).
And as this repo was very slow to respond, it was blocking the loading
of Magritte and Pier.
I just removed it (anyway it is empty) as Lukas suggested me and now all
works...
Don't know more !
Cédrick