SOLVED !
Indeed, to reply to your message, I stayed connected to internet during the installation of Fog, and disconnected as soon as possible. I ran the installation twice in fact (once while connected, the other time disconnected).
Anyway, here’s the cause of the problem -which makes me feel dumb…
The person who worked before I came configured a 066 option in the extended field.
I didn’t knew anything about that ; I did my configuration in the main DHCP field.
His PXE came first and the PXE was done on a server (still in use) that no longer hosts a up to date PXE.
…
Thank you for your support. Now It’s (at least) time for fun !! 🙂