Thank you for taking the time to share this with us.
I noticed that this memory model is listed as compatible for this NUC model, check here for that information System Memory for Intel® NUC Kit NUC5CPYH and NUC5PPYH, so it should work. Have you updated your BIOS to the latest version? This might fix the incompatibility issue between the RAM and the NUC.
See here for the download; Download BIOS Update [PYBSWCEL.86A]
Yes I updated with the last version 0054 as you recommend but the result is the same.
Now I work with a Kingston memory and it's OK. And my ProBook run with the Gskill and its OK too.
I often buy hardware but I will no more buy Gskill if its not compatible unless if you have an idea about the issue.
I had to mount and install this NUC for a friend, now it works with my RAM and I take the Gskill on my laptop and everything is fine.
Sorry I can't test to upgrade the BIOS now
I close the ticket, thanks for your reply !