> Is the CC BY-SA 4.0 licence what I want?

No.

CC BY-SA 4.0 will cover the point _You give the appropriate credit._ but it does not cover the second point _Any new Asset that is associated in the collective imagination_, so GreedyCompany can use your `hero_Mateo_image.png` (that is CC BY-SA 4.0) in their next game; as long as they comply with the _Attribution_ clause, they're not forced to release their own assets with the same license.

> Is any other free to use asset (like public domain) can also be considered under this licence (CC BY-SA 4.0)

No. You're essentially asking if you can change a license for a CC BY-SA 4.0 license, e.g. you can't re-license Beethoven's 9th Symphony from Public domain to CC BY-SA 4.0.

> Is is okay if the code have a different licence in contradiction with this one ?

Yes, it is okay; you'll need to be explicit about what is covered under which license. (But I suggest you don't release your game code.)

> [...] if the person don't have the right on Dylan Universe, will it infringe the licence ?

Yes, if the Dylan Universe copyright owner did not license the assets to be used (e.g. using a CC BY-SA license) it will infringe the copyright because you'll be using their work without explicit permission. If you decide to come up with your own drawings of the characters (e.g. you decide to draw Pikachu yourself), you'll infringe their IP. 

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It looks like you have two concerns:

> I want my assets to be used in a way "as open" as I make them available.

That's okay. You have an uncommon licensing scheme, so I suggest you consult with a lawyer to help you write this license. That'll help you in the case you need to defend a copyright: imagine you write your license text with a lot of legal flaws, you'll have trouble finding a lawyer that will want to take your case when you need to sue GreedyCompany.

> Can I use someone else's copyrighted and unlicensed work?

You can't legally do it. Without explicitly/legally being stated as such, some copyright owners will let folks use their assets and IPs in the context of fan games/fictions/mods, and some others won't. And even if you see people get away with this, the copyright owner still has the power to come after you and have you stop using their assets/IPs. 

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On a final note:

* I suggest you consider what you have to gain/lose by allowing such license and distributing your code. Maybe you'll end up considering what you have to lose outweighs what you have to gain.
* You can release your game without a license, then decide to make the assets available under a CC BY-SA 4.0 at a later point in time. 
* I suggest your make only the assets as freely usable, _not_ the characters nor your universe. That's your IP, your bread and butter. That's what you can use to make a sequel, or sell to a bigger company.
* Whatever you do, if GreedyCompany steals your assets, and thinks it has more money than you do to defend itself in court, you're kind of stuck and unable to defend your copyright. 

In any case, I suggest you consult with a lawyer before you get close to release, just to make sure you back yourself enough to have peace of mind, or to know what kind of hell hole you've dug yourself into ;P