Thank you both for your answers.

With so many parameters to play with, it was not easy to understand what was wrong.. But I think I finally got a way do get my hardware working :)

Here are my findings :

• I thought I got RFM73 version of NRF24-like radios. They look like like here and here.
• After checking and connecting all VCC and GND together, switch radios and arduinos... I got them suddenly working with Mysensors development librairies, then back to silence without apparent reason...
• Indeed like @mark_venn suggested, I went back to stable librairies and try so set a static ID. Worked well... until it went back to silence again !
• Then, following @mfalkvidd advice, I realised that flashing the eeprom_clear sketch solved my all my problems !

My summary :

• Ensure that your 3.3V power supply is strong enough.
• Ensure that your arduino, radios and sensors are sharing the same GND and VCC.
• Use development librairies from github
• Flash eeprom_clear before flashing your mysensor sketches
• Then gatewaySerial and relayActuator should be able to communicate "out of box", mean you'll monitor some lines like this on the gateway serial : 0;255;3;0;9;read: 0-0-0 s=255,c=3,t=15,pt=0,l=2,sg=0:

Thanks again for your help, now I can start to play :)