Hi Antoine !
To me, the main problem for his mix is the balance between each instrument, especially drums. Kick and snare are too much behind the rest, but cymbals and hi hat are too much in front, and a bit harsh. There is also too much compression, it's like the kit is pumped.
The stereo image is very good ! For the sax, I find it a bit muddy, maybe some top ends would help it to pop more in the mix. I also would add some reverb on it.
I heard here and there that at ribbon mic is awesome for horns. If you have some, you can try it ?