Okay so I had a meeting at the Apple Store to sort this out.
The guy was helping and sorry to tell me there is no solution from apple ... for the moment.
They see more and more people complaining about this issue, so technology should adapt.
Apple is just not selling USB Hub.
They worked with Belkin for a USB 3.0 USB port. So they might make a USB C Hub in the future. But nothing ready yet. The issu could also get fixed in a next Mac OS update.
His solution to wait was to buy the 9$ USB-C to USB Apple adapter and to link it with a regular USB Hub.
Searching on amazone I was still seeing people complaining about this wifi issu using a regular USB Hub. So I was considering buying the Belkin USB 3.0 Hub. But 50$ or 60$, was too expensive when I just want something that works.
THE SOLUTION:
I finally found a Aukey USB-C to USB 3.0, 4 ports hub, that works without turning off the wifi !
So without having to plug the Apple USB-C et USB cable.
What convinced me to try it was a lot of very recent comment on this product on amazone. The only complaint seemed to be the HDMI port only working if you turn the computer on while the hub plugged. But I just care about the USB ports, and it's totally fine.
It arrived yesterday and it definitely works. It has 4 USB ports, 1 USB-C and 1 HDMI port.
Also it's a "plug and play". 44.99$ on amazone. Not to be confuse with other Aukey product that have that same wifi issu.
Also I told the Apple Store guy about that manipulation you're doing "Shift, Control, Option, Power", you should stop doing it. It forces your computer to shut down as if you unplugged it. It could be bad to do it to many times. And it doesn't really fix the issu.