Thank you for your messages. This made me mad so i stopped for a few days 
PaulRB:
But that delay is insignificant compared to the delay caused to the data line by passing through a dozen shift register chips!
Possible. So the delay is not relevant, as it is designed to chain chips with DATA passing througth and CLOCK not passing througt ? I should not worry about it at all?
Grumpy_Mike:
It is not the capacitors that are evil, they are your friends, they combat the evil.
I know. But if they are required it is evil that they are not built in.
I have ceramic capacitors now, but reading old messages made me realise i forgot they are not the ones required and i still need to change those !
CrossRoads:
What size (gage) wire are you using for +5 and Gnd?
I distribute power with 0,2mm² wires to every PCB holding 4 chips.
The more i try, the less this is working. A few days ago i only had some bugs, now the entire thing is a mess. What i changed, to be in real conditions, is i use longer wires to cary infos from the arduino to the chips (about 2-3 meters).
I've put buffers before the first chip, but it's still not working : random lights are on, and they blink realy fast when i try to send datas.
Maybe the issue with long wires is reflections, so i think maybe low pass filters would help on CLOCK and DATA. I think the datasheet says DATA is a 5kHz signal but i am not sure.
Also i have noticed some voltage variation on my circuit. Would it be better with 3 separate power supply for the light bulbs, the chips, and the arduino ? Now i have a 30A 5,5V power supply which is the best option to power everything, but not the best to power each part.
I will probably give it a last shot if you guys have any suggestion, but i am starting to realize i started something way too hard for me !