So I even reduced a lot the vertical scale, it should flatten the terrain and reduce differences in level, but the result is still what you can see in those two screenshots.
I don't know if the problem could be that I created first the heightmap within CK and then exported it into photoshop to expand it with other terrain but not modifying what I made within CK (I find it easier with CK because it has a more graduated scale but it allows only 2048x2048 heightmaps so I had to use photoshop to put more parts together). And when I tried to see the terrain after doing its heightmap within the CK before exporting it, the terrain wasn't broken.
Once in photoshop I even decreased a lot pixels contrast and used -s 0.250 with tesannwyn but doesn't matter how much I reduce in this way the difference in level, there are always those holes in terrain.
Thanks to anyone who answers