Thanks Szalam for your answers.
For the hard drive, I will soon buy a bigger one but I'm running low on space for a while and this has never been a problem when using AE V12.
For the "AE needs 2 or more frames to playback", I've tried to play/stop the video, encode the sources files with a codec without keyframe, clear the cache. None of those worked. I'm gonna try today to disable "render multiple frames simultaneously" to see if it helps. I don't have any antivirus or firewall on this machine.
For the very short ram preview, I didn't try to clear the cache. I will try but would like best to find a more permanent fix. I'll see if disabling multiple frames simultaneously helps.
For the project that cannot open. I tried to open it with caps lock on but it didn't help. But I didn't know the trick to import the project into a new one. I'll give it a try if this happens again. However, since I restarted this project, the problem didn't come back.
And finally, for the rendering through media encoder, I usually import the AE project file directly in media encoder. This is way faster than rendering a lossless file out of AE then going through the encoder and I didn't notice any difference in terms of quality on the encoded file. Your suggested workflow works but, for big projects, the lossless files would just fill up my hard drive. That's why I really need to be able to create mp4 directly from the AE project files in media encoder.