Thanks for all your comments that lead me to the solution. Ideed, problem was not due to a file generation problem but was relater to Word wth its links between files.

What I previously did, in the main document to import my RTF file (sorry if the name are not identicial to what you can see in your version of Word, I don't have the english version) :

Insert > Object > From a file > I selected the file and checked the Link to the file box

However the solution below worked like a charm :

Insert > text from a file > I selected the file and the trick part : click on to arrow next to the Insert button in order to Instert as a Link

Be aware that, with this solution, you can now directly edit the inserted text in the main word document which was not possible with the pevious method. So methodology depends on what you need to do but I don't understand in which case you would use the first method with the links and locked files ...