Nothing relevant in the event viewer :(
At one point, my internet connection probably had trouble, I got the remote desktop session to do an automatic reconnect (one of those 20 retries it does as default, freezing the screen while at it). It was successful after the first retry, and audio playing was successful thereafter. So it has to do with the remote desktop or Remote Audio driver, and not with Windows Server 2008 as is...
Quite strange !
Thanks ICTCity ! any idea welcome ....
tci