I'll answer myself to my problem ! 
Done a lot of search to find it out. 
In summary : don't mess with CPU Affinity... or keep this in mind !
Detailled answer :
I have installed 6 months ago, a small utility named prio (search for "prnwatch prio"), because it can save the priority of a given process. What I didn't noticed, is that it also save the CPU affinity ! What has happened : I probably changed the affinity once for a running VM to give more priority for a 7zip archiving process to finish quicker (setting non HT core to 7zip and one -or 2 ?- HT core to VM). Everything works until next reboot, where the CPU detection during *EVERY* VM startup was somewhat "dammaged" leading to my unfamous log message : Module CPUID initialization failed.
This is the reason of *my* issue. Maybe it could help someone else ? 
TIPS :
For advanced people who don't want to check CPU affinity of every process in the task manager, you can try this Windows Powershell command (don't forget to launch PowerShell as Administrator) :
Get-Process | Format-Table -Property Name,ProcessorAffinity,PriorityClass
The ProcessorAffinity column give the representation number of the allowed core, 1 bit per core.
15 = 1111 = All core possible (for a 4 logical core CPU). Mine is 1 CPU with 2 HT core <=> 4 threads.
LSB is lowest core. So if you allow only core0 and core3 (1001) to one process, the ProcessorAffinity number will be 9...
Message was edited by: cbiero (LSB and not MSB...)