Hello,

Finally, my approach was not compliant with firewalld implementation.

I understood that after reading to https://lists.fedorahosted.org/archives/list/firewalld-users@lists.fedorahosted.org/message/65DWVPYDYIVM4QQ25UEJRXZ4DU5UZLQY/ reply.

One good approach to implement a setup based on services is:
- zones define network (through sources or ifaces)
- policies manage flow behaviour with the services

Now the setup is like that:
There is one zone per network with an ipset associated in it.
There is one policy per service with:
    - service = <concerned service>
    - ingress zone = <concerned zone>
    - egress zone = HOST
    - target = CONTINUE

Hope that helps.
Many Thanks.