>I suggest to drop that index for now, run the query in SSMS and see what it will suggest as missing index.

Ok, I have something better. Additionnally to the two included columns, I also needed to add anything related to that table from the WHERE clause. I have one condition in the SQL selection command that use a field from that table. So, once I added that field as a 3rd included field, I obtained an Index Scan instead with a Parallelism in front of it.

I would say this is pretty much as good as it could be.

With that one in the loop, I obtain an increase of about 20% in performance based on various hits I have done.