I have a 1995 Sunfire 2,2l auto. Engine starts after a few cranks and runs as long as I hold the gaz pedal. It stall as soon as I release it. It runs at any RPM, but dies as soon as I release the pedal.

Seems to be an electronic or sensor problem somewhere.

Any cues where to search ?

I would replace the Ignition Control Module (ICM) and both coil packs. Disconnect the negative battery cable first.