After a few hours of hard work I finally got the Nik Collection suite up and running on Affinity Photo.
Here are the different steps: I remind you that I am on MAC and the version of my OS X system was Mojave.
I finally downloaded a trial version from DXO of the Nik Collection suite to check if it works but unfortunately it was a failure! As for the old free version of Google only a few modules worked but the 2 most important for me, Color Efex Pro 4 and Silver Efex Pro 2 did not work and made AP crash.
I finally decided to install the latest version of OS X, "Big sur" and there, miracle, all the plugins of the DXO Nik Efex suite work!
Finally, I uninstalled the trial version from DXO and installed my free version from Google and everything works fine too!