Thanks to Todd(helped me to find the problem) and to Cheah Chu for his powerfull cookiefile commit!
Here is the code I end with: http://pastebin.com/f31ea448a
We create a new Curl Easy instance, we enable cookies, we store cookies in cookies.txt, we take the cookies in cookies.txt, we send them with a get request.
It seems that new cookies get replaced, then stored, then retrieved(with our script), so the cycle goes far well, I tested it with ebay subscription sandbox and it worked successfully!
If you have any addition or idea just write here, it's a -pre-beta- solution, maybe memory cookie handler will be better.