I was guided and helped/advised throughout the whole process by the recruiter and the interviews coordinator, with frequent communication. Everyone I interacted with was kind to me. I ended up accepting the offer after the 5 steps hiring process, as described below. The whole process took me 4-5 weeks, but it can be shorten if you have a lot of availability and don't need to practice.
First, I was approached on LinkedIn by a recruiter.
Following a first call of ~30min with this recruiter, we decided to move forward. Since the next interview was a live coding session, I took 2-3 weeks to train algorithms and data structures, using leetcode and reading Cracking the Coding Interview by Gayle Laakmann McDowell.
The live coding interview lasted 1h, split into 2 parts: 15min where I talked about a project I worked on previously, then 45min of live coding session. During this session, the interviewer introduced 2 problems (easy-medium). I managed to succesfully finish the first one, but I struggled with the second one. Nonetheless, by communicating with the interviewer, I managed to progress toward a solution.
Next, I took a take-home project. It is recommended to complete it in 3-4h. Having some spare time, I decided to invest more time (roughly 7-8h) into it to deliver a polished project. I uploaded the result ~1 week after I was introduced to the project, but this delay wasn't an issue.
Then came a second live coding interview of 1h. I managed to successfully finish the challenge on time (easy-medium).
After that, I got a system design interview of 1h. To train, I read System Design Interview by Alex Xu.
Finally, I got a behavioral interview of 1h with hiring managers.
Since I already had ongoing offers from other companies, Datadog managed to propose me an offer very quickly.