I finally found a solution while searching for other options.
In older versions such functionnality existed but it is not more implemented because the default blocks enable that today.
It is now possible do add a block in the left or right column (depending on you theme structure) and to define this block to be active only in one activity or ressource.
For my purpose, I add an HTML block with my H5P gallery and check this to appear in all pages of the lesson.
And that is much more elegant !
Loving Moodle !