Hallelujah, FINALLY one of my friends "Michael Azer" gave me the solution and it works:
CK- is the Step; Dir+(and not Dir- as I used before) is the Dir; +5V is the CK+ and EN should be left empty...
Thank you Russ for your support...
Unfortunately I lost one of the drivers while trying, some smoke that I still have its smell in my nose and a "Blick" sound...But we saved the two others...(It's like saving private Ryan).
This is great news. Very interesting they wired the open collector input different between Step and Direction but at least it all works now. The Chinese boards often have poor documentation with translated manuals that often are hard to understand.