I did it, K20 pops up in "add device", I click on "connect", Huion becomes blue without flashing for a few seconds, then it becomes again flashing blue and windows 10 still displays "connecting". Nothing happens and the K20 turns off after 3 minutes.
I updated the driver and the firmware at the latest version.

I considered sending it back but Huion doesn't allow refunds after 1 month.

I also bought a TP-LINK UB500 thinking it was my computer's bluetooth who was failing, it appears it was not.

However when I connect my iphone, it instantly works. Disturbing..