Upgrading from 955 to 965: don't understand why Training Readiness and HRV status are not available yet although the data can be seen in Connect.

After updating the watch to latest software, try factory reset. 

you think it can solve this issue?
Trying to avoid Factory reset now since I just finished to reconfigure all Activities, data fields, sensor pairing and other configuration

Well it started to work for me after factory reset. 

didn't worked for me.

in fact, it deleted all data from watch itself and now have nothing (and should reconfigure everything from scratch) 

I had the same issue: see HRV - new watch, new 3 weeks I am patiently waiting for the 3 weeks to elapse. :( 

You have to update firmware and than unlink watch from connect and connect it again.

I am risking that now. Fingers crossed. 

FYI, you can backup and copy all your activity screens. Take a dump of your device drive of the old watch and also your current device before a hard reset. 

I do it every time to do the activity screens setup from my prior device

support.garmin.com/.../

(Garmin connect mobile)

It didn't change anything, I still need to wait two more weeks. Worth a try though. I think once you end up with it reset, that's it. I plan to keep with watch a few years so two weeks isn't going to hurt :)