Hello. 

I have a big problem : I need to put the game on windowed to play.

I  usually play on borderless, but it doesn't work. I have a 1920*1080  screen and the resolution become way larger and i can't even see the  "apply change" button text.

My  graphic card is an NVIDIA GTX 1060, I play on 1920x1080 and my laptop is  an ROG GL502VML (something that seems to not exist, but I had 60%  reduction, yay !)

here is a steam screenshot with borderless screen. Way too big for a 1920x1080 resolution.

Do I need to add some output files ?

You should be able to manually edit the game setting in the "%Documents%/Endless Space 2/Users/%Long Number%/Registry.xml" File

In the <Video> section you can change the Display Mode (fullscreen ect.) and resolution.

You may also be able to switch between to fullscreen using Alt + Enter while the game is running

Edit: Also you may want to check your display and Nvida settings in case it's attempted to do supersampling