Hey !
Thanks for your answers. I'm not sure how to use the script, I've pasted the code in a new script but I keep getting this error : " unexpected symbol near '{' " I'm not familiar with scripting so I probably did it wrong.
One of our programmers managed to find a trick to fix the black NaN manually by opening the EXR file in an hex editor. He replaced the strings for the black NaN ff,ff,bf,ff by ff,ff,ff,ff. The NaN were still there but they were white instead of black, making them easy to correct in Photoshop. Of course a solution in Fusion would be better
Many thanks for your advices & your time !