Thanks @DuckSoup, @BlackJack and @noris . Having (re-)installed Roon all-in-one on Windows and using it as Roon controller, I now have a convolution filter established on my NAD C390D endpoint. Cheers all !
Have you tried using rePhase (https://rephase.org/? It allows you to tweak filters created in REW in order to do phase correction. I’ve only recently started using it but initial tests suggest some improvement when compared to just using REW generated filters.