Hi Pierre,
Have you gone through Tips for Optimizing the Performance of Web Intelligence Documents?
Our experience
We have faced a similar issue where a report that gets data from SQL Server runs for over 10 mins. In our case, most time was spent on the database. We tuned our query to bring the query run time to under 30 seconds but our report still takes around 1 minute and 20 seconds to load. The report has few hundred pages with nested sections and many hidden cells and conditional formatting. After much deliberation, we have come to a conclusion to redesign the report to make it simpler which would help in the long run, in terms of maintainable, supportable and extensible.