Of course : thanks again !

First of all I took out the 500mS delay. For the rest I didn't change anything to the two sketches. But I tested different Baud rates. (I changed every time ALL Baud rates in both sketches to the same number) From the error list you gave me, I conclude that all negatives are bad, all the other error numbers are OK (nothing to worry about).
1200 : mostly "New Data, hi", now and then a burst (7,8 or 9) of Error
2's. After the series of
2's usually a
-12400 : Many good ones, now and the error
2 or
04800 : Many error
0's, very few
2's, some "good ones" (never 2 good ones in a row)
9600 : More error
0's, after a series of
0's : often a
2 and then a good one.
19200 : see 9600
38400, 57600, 74880, 115200 : see 19200.
... the higher the Baud rate, the more
0's in a row, again sometimes followed by a
2 and then a good one. Since 2400 no more negative errors... Using a higher Baud rate DID solve the problem. Thanks !
I think that the error
0 isn't a real error, there's just no Data coming in (100mS delay in the Nano). so that's OK, I can "catch" that in my sketch. I'm a little concerned about error 2 that tells me "continue" ... Continue what ? The negative errors tell me that something went wrong during the transmission. so they're also "catchable". I haven't seen any other error numbers...
So : many of the "pot holes" are getting taken care of !

My next challenge is to get the Mega to
ASK the Nano for data. (I'll keep you informed

) Doing this I'll get rid of the many error
0's because I only get data when I ask for it, and my loop in the (receiving) Mega can take as long as it wants to be. Right ?
Here you can find a spreadsheet with (only significant) numbers of my tests :
https://paulvdbo.stackstorage.com/s/zNKnCNZteMBHjWRAgain : 1K thanks !
C you later ?
