Macbook 5,1 doesn't sleep correctly
I have seen many forum entries about problems with removing optical drive to put a second hard drive. It seems the camera/airport cable doesn't like that or may be damaged.

In my case, as I said, the Wifi and Bluetooth were not working anymore but the fact that there was a problem with the Airport card probably troubled the OS.

So I decided to unplug the camera/airport cable from the motherboard to completely remove the faulty Airport card.

It is done like that

This solution worked : now, I don't have Wifi/ Bluetooth nor iSight camera, but the computer sleeps perfectly fine and I was able to upgrade OS without any problems and it still sleeps.

So I presume that the faulty Airport card was still sending bad information that made the computer wakes up with no valid reason even with all Wakes' conditions unchecked. I hope that may help other people.