Ok I fixed it on my side.
It’s not super clear but I ran the game in debug mode and catched the crash. In the debug context I saw this was cause by a decal material being loaded in memory.
I discovered the error came when an actor class referencing this decal was stored in a config file. I don’t really know why but I guess it tried to load it in memory at a bad moment.
I just removed the reference and it’s fixed.
Maybe this got fixed in the recent 5.4.3 patch.