TSP thanks for you replies. I've already did this a ton of times the reset of the connector and connections without success unfortunately. Did a quick test on a separate clean tenant:
1 - Create custom connector with basic authentication
2 - Create simple app
3 - Add to the app the custom connector and create there the connection on the fly
4 - Publish and share with other user
Even before logging with the other user, I can see in the connections tab that my connection got shared with the other user:
Connection instantly shared with the user I've shared the app with
When I log with the other user, since he already has a connection he just has to say allow and doens't get prompted for his own credentials. This is not the behavior I had before.
I really need MSF clarification on this 