Make proxy with particles: no dynamics or no particle at all

Hello, I have a scene with a character linked from another file and the armature proxied. This character have some dynamic hair particles.
The particles just appear like the first frame of the original file.
I tried “bake all dynamic” from the scene properties panel but it does nothing.
I tried to create a simple file adding some hair, I linked it, everything worked but when I make it proxy the particles disappear.

So must I do the character itself proxy or not, what is the solution ?

After a new try, the problem seems to be that the dynamics are calculated (baked) only about the first frame positions. I mean the hair of my character stays where the head is at the first frame, even if I see the hair tips moving a bit for some frames just because of the gravity and bounciness…
However the character has some static hair particles (on the same mesh) and them follow the head well.