It's good that works, I followed your advice :
I have to create a bash script /etc/ebox/hooks/squid.postsetconf as this:
!/bin/sh
echo "cache_peer 127.0.0.1 parent 8118 7 no-query" >> /etc/squid/squid.conf
echo "never_direct allow all" >> /etc/squid/squid.conf
exit 0
Two new lines indeed are to add to the end of the file /etc/squid/squid.conf.
On the other hand in the file /etc/privoxy/config chapter 4. ACCESS CONTROL AND SECURITY section 4.1. listen-address I replaced this line :
listen-address localhost:8118
by
listen-address 127.0.0.1:8118
Curiously without this change that doesn't work.
A restart of HTTP PROXY SQUID and Privoxy. All works correctly, Squid and Privoxy indeed communicates between them
Thank you very much, thanks to you I'm finally going to be able to an internet navigation which protects the private life