Hi Gildas -
I have occasionally encountered this problem, but only in an \include[d] file, when I forget to put the path to the root file at the top. I suppose this is not your problem, but thought I would mention this in case.
No, this seems to involve bibtex cite key autocomplete specifically. I'm not \includ[ing] anything, and bibtex itself is able to find the bib file.
Best, Chris