Ok, I have try different caps and I don't know what I was supposed to hear but the difference is at best, faint. Yes it's a bit more bassy but not like boosting the bass volume a couple of dB... It's more like if the bass became loose or less firm, less "in you chest" feeling.
I already built a 5e3 and a 5f11...
... with the 5f11 ... I would like more bass out of it. ... I find the mids and hi freq. perfect with a Celestion G10N-40 and I also have try a Jensen C10R with ok result but this speaker is particularly bright without too much bass. ...
So you heard likely exactly what you were supposed to hear.
Bottom-line, a 5F11 is voiced exactly like a 5E3, except for a single coupling cap that's not quite as big. And that voicing is midrangey
with an alnico Jensen-type speaker. Yes, the 5E3 can also have some loose bass when pushed (depending on your tone control and volume settings).
Now you've added a Celestion speaker (the vast majority of which are midrangey compared to Jensen speakers), and you feel the speaker is bright.
I get the sense that what you really wanted out of the change to the amp was like having a Treble/Mid/Bass tone stack, but only turning up the bass control. The problem is, the 5E3/5F11 don't have a tone stack like that, and that type of stack creates a big mid-scoop. It's a big part of why a blackface amp doesn't sound like a tweed amp.
So you won't get the impression of bass boost without a circuit akin to a later Fender tone stack knocking the mids and treble down.
And what Willabe is alluding to is that you may not need to have that extreme tone shaping if you pick a speaker that gives what you want to start with. You may be fighting to counteract the speaker's voicing.
Anyway, long story short a speaker change is probably you best bet (do all you can to try before you buy). Outside of that, you probably need to change the amp into something it's not by creating a late-Fender/Marshall tone stack and fiddling the control values to give the response curve you are looking for; the "controls" could even be fixed resistors once you know the values that work for you. But the existing fiberboard won't help you do that.