I don't know of a way to make setxkbmap changes permanent but a quick fix would be to have "setxkbmap fr" in a simple bash script load on system boot.
I have done that, seem to work fine, thanks. But still I am surprise there is not an easier way.
edit : It seems it only works for a few. After a certain amount of time, I have to make the "setxkbmap" command again, in order to have azerty... ?