This is a question for the Unity engine developers.
Why is there no LateFixedUpdate event that would be called in the physics cycle after all OnCollisionXXX and OnTriggerXXX events ?

That would be very usefull, and I do not find any reason why it is not there.
Please do not tell me that there is the Update event that is called afther the physics cycle, it is not the same, there is no guarantee it will be called after EACH physics update.