>>Did you add WITH NOWAIT option ?
>
>After verification, I found out that those old scripts I use the code from, has the PRINT syntax instead. To display ongoing messages like that, would you recommend to use PRINT instead? If yes, this one works but after a certain number of messagse, it seems to hold the queue.

No, use RAISERROR with NOWAIT option. This way all messages will be displayed during script execution. PRINT will output all messages after script completion.