To let people know :
I finally got the Gamecube controller working, don't know exactly how. I had to reconfigure the controller a couple of times with the help of another controller (Wii Classic Controller with Wiimote) : sometimes buttons were "skipped" during configuration (I had to use the other controller to navigate in the controller configuration menu) and sometimes the recalbox crashed when the configuration was done.
I've mapped both hotkey and select to Z button. The hotkey button It is not working in N64 games though, could be related to the fact that there is no 'select' in N64.
In the end, I could even add another Gamecube controller on the Mayflash adapter. Nothing to be done then to configure that second controller. They are now configured as player #1 and #2 in games. I have not tried yet to use my Wii Classic controller to get 3 players.
I'm using Recalbox 4.1 with Recalbox 17.12.02.