Have you checked if an external keyboard settings appear in the hidden Android menu when your keyboard is connected? I think this settings is separate from the on-screen keyboard.
Finally, the EKH appears in the keyboard choice after a reboot. Now, the azerty layout is active for virtual and physical keyboard. Everything is fine. I consider the problem solved. Thanks.
I don’t understand why, but I can now have the azerty layout on the physical keyboard on AOSP Keyboard even after uninstalling EKH, GBoard or Swiftkey when it was impossible before I use EKH.
Unable to explain why. But everything is fine!
After connecting my physical keyboard (dedicated dongle in the USB-A), as @kugiigi said, I’ve seen new settings in the hidden Android menu where I’ve been able to select French layout without EKH.
But maybe the installation of Switkey 1day before helped in some way…