As your statement currently reads, you are checked to see if there is a blank date, but then you are simply sorting all your data and showing because you do not have a filter to limit your sort to only the records which are blank. I didn't test this, but it should be something close to:
SortByColumns(Filter(Membres, IsBlank(Members.'Date payement'),"Nom";Ascending)
(Not sure if I substituted ; for , in all the right spots since I'm not used to that.)
This assumes you only want to show rows with the blank date which is what I understood you to want.