Okay I've sorted one problem out ! The rear shocks are much worse than the front but anyway ... The big problem is the nut (nilstop) system at the top of all shock towers .
If you tight them (lightly or hard doesn't alter the problem much) what hapens is that the top "kneecap?" doesn't pivot anymore in 3d it becomes a pivot and forces the shock body to be non parallel with the shock shaft .
And on the sx3's big bore that acts as a (too efficient) break ! I've changed the oil and released all the shock tower nuts by 1-2mm play (very sluggish) and now the chassis finaly feels free and has a working suspension

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Basicaly to me if you build the shock/tower assembly like the manual says you're going to have problems ! A quick test is easy :
Press you car on the floor and feel the suspension then released all the nuts by at leat 3-4 turns test again the suspension by pressing the car on the floor and feel the difference .
Ps: The rear natural offset is greater than the front which are pretty aligned even tight. The rear being stiffer than the front (proportionaly) that's the reason I think a lot of people say the front of the sx3 is very agressive .