Hi Jerome,
from the example with both enabled it is very clear that there is a case of bad misalignment, that means your images have not latched on to the scan data properly. I think this is indicated by the long orange lines at the cameras. My guess would be that it’s a GPS issue - I imagine you used a drone?
BTW, depth maps are created in the reconstruction step and not during alignment. In theory, you shouldn’t need to reconstruct at all if you only need to texture an imported mesh.
The scan (first example) looks very detailed - I thought at first that this is photogrammetry! 
What kind of resolution did you use and is that the case for the whole scan or is it only because it’s close to the scanner?