The keyboard isn't going to like sticks with multiple partitions on them.  Some sticks have a small partition where tools are kept and larger partition for the rest.  Sandisk would often do this.  A format is going to initialize an existing partition but not get rid of the multiple partitions.  If this is the issue, then there are USB drive "wipe" tools meant to get rid of all partitions so the stick will just be a single FAT partition.

Not sure if that's barking up the right tree or maybe your USB stick doesn't work with the YC.  There's a compatibility list that shows the manufacturer and part number of sticks tested to work.  The so called compatibility document.

Did you format the stick on the YC? That is the recommendation. It isn't always necessary but if you formatted on your pc try reformatting on the YC.

thank you so much Jason, I try with an "old" USB stick and it worked ! BTW do you know where I can find the compatibility list for the YC ? Best wishes. Tonio

Yamaha's YC page under Downloads/"Other Downloads" has the list.  Currently (for US):

https://usa.yamaha.com/products/music_production/stagekeyboards/yc/downloads.html

This page has firmware, manuals, and other documentation or files.

And currently the direct link to the list:

https://usa.yamaha.com/files/download/other_assets/3/1330343/DE_en_YC61_73_88.pdf