OK, so I tried without dhcp proxy (used another dhcp server), still didn’t work.
Then I found this:
and the hostgroup had no pxe-loader defined (I think on purpose, more or less).
I then set a pxe-loader and a configuration was placed in /var/lib/tftpd/pxelinx.cfg.
Mystery solved…
Now I need to check why it still doesn’t boot that configuration…