Update from my side, I've been able to contact BTC-e bank (Mayzus Financial Services Limited) from the form on their website. After a few mails (at least they respond !), my bank has sent a recall order for my SEPA payment and I had my money two days later. Apparently, SEPA orders have a 8 weeks period during which it's possible to ask for a refund. Obviously, never had any answer from BTE-e support, and they closed my ticket after 72 hours.

Good luck for those who are still in problems with BTC-e !