Substitute original WordPress url by another domain name

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For future reference, to achieve this result one shall:

  1. Create a CNAME redirection from its .com to its .go.yo,
  2. Update default DNS Zone from OVH by the one of the PH host,
  3. Create an domain name alias on PH,
  4. Update WordPress with new url

But things are easier if host & .com are held by the same company.