@AsifHasan, your solution was working. It was however only working with IE, so I tried to fix it with the other browsers without success.
I tried to change the format of the containing layout, and then get back to cancel the changes. And for some reasons, the iFrame is not working anymore, not even with IE...
My logs are empty and the only information I have from the developper console is "Failed to load resource: the server responded with a status of 400 (Mauvaise Requête)". But the ressource is just a confirmation .gif.
I successfully managed to get my iFrame to work again, but it works only with IE.
With Chrome and Mozilla Firefox, I'm having the following error message:
"Refused to frame '(my link)' because it violates the following Content Security Policy directive: "frame-src 'self'"."
As the link and my environment are both in trusted sites, I guess the problem is concerning the compatibility between Pega and the browser, which can mean that it could cause some security issues on the future. I'll try a different approach for my problem.