Hello, thank you all for your answers.
I checked everything you recommended but did not find anything wrong. I was able to send messages from QMGR5 to cluster queues defined only in QMGR3 but it was impossible to make the load balance to work with QMGR3 and QMGR1.
I checked channels, qmgrs, queues, and finally decided to rebuild the entire cluster.
That solved the problem, now I have load balance with the exact same configuration for all the objects but with a new cluster.
Thank you all again,
Yonny.