Real World Terrain can generate such a grid for you, but it does not have the ability to load parts on demand.
For these purposes, there are assets like WorldStreamer.

Is there a way to have a large (40x40km) AND detailed terrain (Zoom level 17 or 18) for a VR app ? I mean I can’t have a 32k x 32k pixels terrain, it will be too heavy for the Oculus Quest2.

But maybe there is a way, for instance to have 512x512 (or larger) tiles in the streaming assets folder with a progressive download when needed, so the memory won’t be a limit ? On the same principle as OLMaps, but loading from a folder instead of the web.

Best regards, Phil