Thank you Graywolf,
This seems to work indeed.
The only small problem with lightDM is that the NX client keyboard seems always to act in QWERTY mode, even if another language is selected in the display manager UI. The problem does not occur on the physical (server side) keyboard.
However, once in Gnome, my client side keyboard correctly works in AZERTY (Belgian), so that I can work normally.
Thanks again.