Default mode 3 seems to be better.
When you're out of target SOI, the trajctory is drawn in current SOI (some curly line), but as soon as you focus on target SOI, you get the hyperbolic line.
I'll switch back to default mode, then.
OK, I found it. This was tricky. It's a bug of KSP when the KSP.exe is launched without forcing the "run folder" to KSP folder. When I start KSP with the launcher or directly from the folder or with a shortcut, it works fine. But when I launch it with my Windows 10 warpper (TileCreator) which doesn't handle "run folder" heat management is off (especially the convection flux data) For example, if I remove the physics.cfg and run the game wit TileCreator, the Physics.cfg file is NOT recreated, even the game seems to run correctly (except for heat management). Mods aren't damaged by this glitch and the game never crashed. Probably the game forces the run folder quite soon, but some parameters seems to be initialized before that.
Warzouz's post in Patch conics draw mode was marked as the answer