I found a way... can't tell if it is the right way, but it works!
I tried comparing the way network worked on my personal workstation with virt-manager to check why it worked here but not on Unraid.
I ended-up manually typing the network interface settings in the xml and it worked!
So, basically, doing a direct connexion to the br0 bridge...
The UI does not have this option.
Normand_Nadon's post in When using bond0 (aggregated in balanced-rr mode) interface, VMs loose Internet access (SOLVED) was marked as the answer