OK, the problem is solved.
If I set the proxy in the Wifi connection, Android says that the connection is limited. As soon as you put the same proxy but in transparent mode (not set in Android, but filter correctely by the router when Android try to connect to outside), the connection is fully established and the synchronization is immediately done.
Sorry for the noise.
I would appreciate if one day, you may remove the needed support to Android sync…
Thanks a lot