I'm guessing from your profile you're asking about recruiting in France; my perspective is from the London market, so things may be different. But here goes...
there is a few weeks interval between the two first interviews
A few weeks is far too long. Assuming you're in a relatively fluid market, the better candidates from the informal interview will already have found work by the time you schedule the formal one. You are lowering the quality of candidates by taking so long.
If you are putting large numbers through the informal/telephone interviews, and that is what is causing this delay, then I would suggest looking back at previous vacancies you have filled to see if you can find a way to be more selective/ruthless at the stage of screening resumes/CVs. If I receive 30 CVs for a vacancy (which is quite normal working through specialised recruiters) then I will generally only interview 4 or 5 even in the first round, meaning I can spend more time with each candidate.
What is the best scheduling in this setting?
Above all, the key is managing candidates' expectations. Make sure they know how many stages there are, how quickly they'll hear after each one, and what the approximate gaps in the process will be. The process is about you selling the opportunity to them as much as it is about them selling themselves to you, so always be conscious of how professional you are made to look by the way you run your recruitment procedures. From my experience on the candidates' side of the process, in my field/industry it is normal to have around three rounds of interviewing, often with different people involved at each stage, and for the process to take one or two weeks from end to end.
Overall, make sure that there is a specific purpose to each interview round. Nobody likes being called back to be asked questions that could have been asked in the previous round. What is the difference, apart from the setting, between your informal and formal interviews for example? Could you consider a single, longer interview instead.