Hey Bruno_G -
Ok after seeing your latest upload I think I know what the problem may be and a solution for it. In Cascade the particle system’s Emitters are always rendered bottom (left) to Top (Right). So in order to get the debris in both places you want it, I would duplicate that emitter and maybe half the number of generated particles and then place one on either side of your clouds. This way they will show up in both places as would happen in a real explosion. By halfing the number emitted from each you are also not adding any additional rendering complexity to your overall effect.
Now, if you have an effect that is made up of two particle systems (each with its own sub-emitters), the translucency ordering I mention above can be helpful if and only if the Fixed Bounds issue does not fix the issue.
Thank You
Eric Ketchum