Ok so I find out what was my issue. I misunderstood how ILM phase changes are triggered. Basically when the policy is set to delete the data after x days, it actually means (or at least that is what I understood): Delete the index x days after it was rolled over. By default, ILM have a policy where they rollover the index after 50Go or 30 days, which was way to high for my usage.
I changed this and now it is working.
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