Thank you for your reply,
The service connections are correct and the proxy settings has been set at farm search administration level.
Unfortunately It doesn't crawl the external sites and internal site. (with proxy : external sites are crawling but not internal, without proxy : internal sites are crawling but not external)
Even within the checkbox "Bypass proxy server for local (intranet) addresses) selected.
So my idea was to create a second SSA, and set the proxy settings on search administration level. One within, one without.
I would like to set a proxy settings for one, not for both :
But what is happen when I do : it's changing on both SSA, that's my problem.
Any idea why ?