Hi ! A small adjustment with BAUD at 921600 and delay, now it works perfectly.
Thank you very much for your patient and for taking the time to explain to me 
Code:
//Teensy 4 Master
#define HWSERIAL Serial5
void setup()
{
Serial.begin(115200);
HWSERIAL.begin(921600);
}
void loop()
{
HWSERIAL.println("Hello World...");
delay(1200); // do not print too fast!
}
Code:
// ESP32 Slave
#define RXD2 16
#define TXD2 17
void setup() {
Serial.begin(115200);
Serial2.begin(921600, SERIAL_8N2, RXD2, TXD2);
}
void loop() {
Serial.print("Receided :");
Serial.println(Serial2.readString());
delay(200);
}