Hi Guillaume,
I had the same issue and solved it by adding the data manually to the registry, see below.
Somehow it was still giving the warning: "[WARNING]: Failed to read SBPI server port from registry, assuming default value of 8080"
After installing the latest Version 4.01.0044 this warning is now gone as well.
SBPI_Server_Settings.reg
Windows Registry Editor Version 5.00
[HKEY_USERS\.DEFAULT\Software\Sparx Systems\SQLBridge\SBPI]
[HKEY_USERS\.DEFAULT\Software\Sparx Systems\SQLBridge\SBPI\Server]
"Enabled"="false"
"LocalPort"=dword:00001f91
"Protocol"="http"
"Server"="localhost"
"Port"=dword:00001f92
"UseLegacy"="true"
"IngoreSSLErrors"="true"
"AttemptAutoDiscovery"="false"
"ClientProtocol"="http"
"ClientServer"="localhost"
"ClientPort"=hex(b):93,1f,00,00,00,00,00,00