Context

I have a desktop monitor, namely a IIyama ProLite E2403WS.

I was able to plug this screen to a Lenovo laptop (Ubuntu 18.04) using a VGA cable (which is the only physical option for connecting a second monitor to this computer), everything was fine....

Then, I have been lent a Windows based HP laptop by my office, to which I connected the screen through HDMI (which is the only physical option for connecting a second monitor to this other computer). I had to change the input source inside the OSD menu to fit the plugged cable. And again, everything was fine.

Issue

But when I plug back the Lenovo laptop using the VGA cable, the screen got no signal (the power LED is green for like 20s but the screen itself is blue and then the power LED goes to orange (like in idle state) and the screen shutdown. For ever (until I restart it again).In this situation I am not able to access the OSD menu; whatever button I press, nothing shows up.

One more information here; even is the screen is idle, I can see it as active on the Ubuntu "Displays" setting menu;

And If I take a screen shot using the "PrtSc" key, the overview then shows me an extended desktop:

What I tried

If I plug back the HP computer, the screen is responsive and displaying my content, but I'm not able to access the OSD menu anymore. I really wonder why and what happened ?!

I tried this without any success; iiyama X2483HSU factory reset

I also tried to press any button for a large amount of seconds (~20s); nothing happened.

And here, some people speak about a known bug which, shortly, is that once an HDMI device was plugged to the screen, you can no more access the OSD using devices connected with other cables than HDMI, such as VGA for example; https://forum.lesnumeriques.com/t/bug-du-jour-avec-les-ecrans-iiyama/58640