Just for the record, I found the problem with memtest86+.
I was running memtest86+ from a USB stick and it kept crashing with UNEXPECTED INTERRUPT - HALTING. I tried everything from the bios, disconnected everything and even swapped memory, 3 different USB stick... Nothing worked!
I finally decided to install a DVD player and ran memtest86+ from a bootcd instead of a USB stick. BAM it worked, was able to test 24hrs without crashing, with my personnal bios setting and all my device connected!
So 2 things I have in mind:
1- M4E UEFI bios is interfering with memtest86+ USB adress causing it to crash
2- Memtest86+ does'nt like my sticks... But since I tried 3, I doubt it...
Bottomline is: use a bootcd for memtest86+ is probably the best option to avoid conflict.
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