I continued my tests… and finally found the origin of the problem.
It appears that the font names are located in Windows: if you want to use the bold version of Segoe UI, you’ll need to indicate “Segoe UI Gras” in French and “Segoe UI Bold” in English. That’s pretty annoying if you want your program to function the same way in different countries. But anyway I found the solution for my current need, as I wanted to use “Segoe UI Semibold”, which name seems to remain stable !