I was able to generate a "kernel-patched.bin" for my 4.0.1 FW.
Then I used it and I tried "Bayonetta 2" over "Super Mario Odyssey" (cartridge game with ID 0100000000010000). Everything works fine (including saves).

About saves, it seems Bayonneta 2 can save and it doesn't interfere with Mario saves:
- I let Bayonetta 2 saves
- I restart my Switch to check Mario save state: my 900 moons were still here

- I restart my Switch in LayeredFS mode them start "Mario with boobs" (aka. Bayonetta 2 over Super Mario Odyssey): the save is still here too
However, tools like Checkpoint only see Super Mario Odyssey save. Do you know were Bayonetta 2 save is? Is it "mixed" with "Super Mario Odyssey" save?
Anyway, thank you very much for your help on 4.X FW!