Hi,
I have a system with two RAID1 devices (md0 for / partition, md1 for swap).
First disk (sda) failed.
If I replace sda with a new disk (blank), system is unable to boot.
From BIOS, I have no way to tell "boot from THIS disk", I can only choice between PXE, Sata controller, CD ROM or USB device.
If I remove sda, and leave only the second disk, system boots fine (and the only recognized drive is sda).

I wondering if I could simply physically replace sdb with sda, and then add new blank disk as the "new" sdb.
Any suggestion?

Yes, I confirm that it worked

Go back to the doco that you used to set-up initially. You need to install a boot-loader to the new disk else you risk suffering the same issue again. The fact you can work around like this implies you successfully installed the loader to both disks in the first place.