rosdep can't find cyclonedds during foxy install

edit

I'm following the install doc but the step where I should install the rosdep dependencies results the following error:

$ rosdep install --from-paths ros2-linux/share --ignore-src --rosdistro foxy -y --skip-keys "console_bridge fastcdr fastrtps osrf_testing_tools_cpp poco_vendor rmw_connext_cpp rosidl_typesupport_connext_c rosidl_typesupport_connext_cpp rti-connext-dds-5.3.1 tinyxml_vendor tinyxml2_vendor urdfdom urdfdom_headers"
ERROR: the following packages/stacks could not have their rosdep keys resolved to system dependencies:
rmw_cyclonedds_cpp: No definition of [cyclonedds] for OS version [bionic]

I get a bit further with the -r option but when I try to source ROS2 it still throws this error:

y$ . ~/ros2_foxy/ros2-linux/setup.bash
[connext_cmake_module] Warning: The location at which Connext was found when the workspace was built 
[[/opt/rti.com/rti_connext_dds-5.3.1]] does not point to a valid directory, and the NDDSHOME environment variable has not been set. Support for Connext will not be available.

Ubuntu 18.04 / foxy

I had a melodic install on my machine

I reinstalled and updated python3-rosdep

Any idea how could I proceed with the install? :)