Thank you for your short answer, it made me find this topic.
I removed all my includes and put all of them once in the MyModule.jl file, in reverse order (from lowest level to highest), then I imported the modules with double leading periods in other files, and it seems to work!
Strangely, the number of leading periods does not seem to change anything (at least 2, but it can be quite random, which surprised me…).
MyModule.jl:
include("subsubsubmodule1.jl")
include("subsubsubmodule2.jl")
include("subsubsubmodule3.jl")
include("subsubmodule1.jl")
include("subsubmodule2.jl")
include("submodule1.jl")
include("submodule2.jl")
include("submodule3.jl")
using .SubModule1
…
subsubsubmodule2.jl:
using ..SubSubSubModule1
…
I am still not sure if it is the best (cleanest) way to do, but it seems not bad. Maybe I will later find some drawbacks, but I will keep this way for now.