I finally find the problem myself. Explication:
Usually when I put in place the provisioning, I always create 2 provisioning templates. One for creating the master, ans a second one to deploy the master. With that, I can recreate easily a new master and always in the same way. In the first template, I use the scripted install with answer file. I do not install the LANDesk agent and all applications are installed via execute file. Then I run sysprep and capture the image. In the second template, I use the HII and CTOS method.
When the first template runs the scripted install, it always add the CBA part into Windows to be able to restart provisioning after the installation. It also create the service CBA. When I run sysprep and capture this image this information / service still on the image.
The problem is dependant of these information, because when you deploy the captured image, the CTOS action will do nothing because the service is already present and when I boot Windows, automatically the service start but at the wrong deployment phase and the result is describe in the first post.
Moralité: Always use the "UninstallWinClient" before running sysprep and start capturing the image for whole deployment., even if the agent has not been installed but only the provisioning part ;-))