Weird behaviour of monitor at sleep - keep showing HDMI - analog left corner

I just installed a third monitor on mac mini 2018, newly received Samsung. It is connected HDMI to TB3 (USB-C) port of the mac mini.

The two other monitors : one on HDMI port (directly), the other also on a USB-C port.

When monitors go to sleep, the two others remain black until I wake the system.

That (new) one goes black, then keep showing activity with HDMI and Analog alternating (upper left corner). Otherwise, when using system, the monitor works very well.

Have I neglected or forgotten something ?

System:
mac mini 2018, Catalina 10.15.5
3.2 GHz 6 core Intel Core i7, 32GB RAM
Graphics Intel UHD Graphic 630 1536 MB