Hello @Adrien,
The signal is always sent through both. If you lose the signal when connecting the Dongle, it may be because the EDID Dongle is set for a higher resolution than what the projector can support (like if you have a 4K Dongle but 1080p projector). All you have to do in this case, is reduce the resolution and/or refresh rate so that the output signal matches what the projector usually receives. This only needs to be done once, as your computer will remember to match that resolution for the Dongle.
One more thing: when changing resolution, please make sure to verify the Advanced display settings and look under the “Active signal mode”.
Windows has a tendency of lowering only the Desktop mode, but still sending a 4K signal unless you force it under Display adapter properties.
You want Desktop mode and Active signal mode to both be set to your wanted resolution and refresh rate.
I hope this helps. Have an excellent day!
Emmanuel B.