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
