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Here is a complement.
I just found out that the failure to start is caused by the cache for java being disabled. In this case, loading the Jars twice is very observable because they are downloaded twice from the network.
With the cache activated, the Jars are also loaded twice but the second time is very fast because they are cached. The applet then starts normally.
Jars are always loaded twice. Applet refuses to start because of signing difference only when the cache is disabled.