I have go a lot of things to say this week !
I had a new issue corrected thanks to a great MS Engineer ! We were having an error when trying to share a PowerPoint file with a federated user, this one was going to the lobby for a minute and then it failed. See below :
Again thanks to this great MS Engineer, we found that it was due to this known issue : https://support.microsoft.com/en-us/kb/3051968 and indeed we were using the Lync 2013 client (or Skype for Business 2015 which is Lync 2013 with SFB UI)
So after launching the following commands :
Get-CsConferencingPolicy | Set-csconferencingpolicy -AllowAnonymousParticipantsInMeetings $true -AllowFederatedParticipantJoinAsSameEnterprise $true
Set-CsAccessEdgeConfiguration -AllowAnonymousUsers $true
All was working fine !