Thank you for this detailed answer, it was very informative !

Following your advice I've remade the 2nd shape so that it superimpose exactly on the 1st one on this side, and indeed the the fusion worked perfectly !

And I've found a way to make the fillet:

- Fillet the whole nose (1st fillet.jpg) (3 mm)
- Make the union
- Select the intersection with the cylinder (2nd fillet (selection).jpg) and fillet that (3 mm)

And now I have a nice clean fillet !

Thanks again !