OK. I paid a programmer to try to fix the issue.

I found one error. I was using the latest version of zen-cart V1.5.4

The braintree module accept only V.1.5.3

The programmer managed to get the module to work in sandbox.

Bizarrely, in Braintree I can now only use Amex (no Visa, no Credit Card...)

So we will have to wait until Monday to try in production.