Yes, I have installed that SDK.
I managed to finish the linking process by editing the /build/Makefile.
It appears that in the original Makefile, there is a commented line just before the reference to AppBuildZBPro.ld.
This show me that there were other linker scripts files e.g. AppBuildZBPro_JN5169.ld.
I replaced AppBuildZBPro.ld by AppBuildZBPro_JN5169.ld inside the Makefile and voilà.
But now my problem is that the debug traces are not displayed on my serial terminal. But this is another issue.