Sylvain, jlomaha, good news!
There is a new release of the plugin today, and it now rewrites the HTML dynamically, replacing the images by the retina images if they are found. For now I disabled W3 Total Cache, but I tried all the settings with Google PageSpeed Service, and everything works! It's blazing fast and works perfectly! I should really have added this method before, it's by far the best, especially when using a service such as Cloudflare or PageSpeed Service.
For W3 Total Cache the idea is to set-up the different cache for different user-agents. Making a "Retina group" will do the trick, but not sure yet to set it up as I've never done it. Anyway, it's not such an issue, PageSpeed Service is good enough and I don't feel the need to use W3 Total Cache anymore.