Hi,
A couple of comments:
After some trials I have succeeded to go back to LR, but I'm not sure that DXO corrections have been applied !
Have you imported in LR the TIFF file you exported from DxO? It usually does not perform the edits in the original file, so maybe you are just looking at the Tiff generated by LR. If this is not the case then try with some exagerated edits which would be impossible not to notice.
The difference in the behavior from your french manual is that it was for the version 6. Interaction between DxO and LR has changed a lot. In version 6 you could even browse the LR catalog, not anymore

Don't know about the RX100 or other compacts. With most cameras, all settings are editable and can be "defeated". You have the option to create your own presets.
My suggestions to use both DxO and LR:
Option 1 (the one I use):
- Start with the Raw file in DxO and perform the desired corrections plus white balance there (this is important only if you will need recovery of clipped areas in LR)
- Export to LR in DNG format.
- Import the DNG file in LR and perform the rest of the edits (remember to reassign the camera profile to your desired one)
Option 2:
- Start with your current workflow with the LR edits, but instead of exporting a Tiff, just create a sidecar (.xmp) file (if you don't have one by default)
- Go to DxO and open the original Raw file (now the tricky part of this workflow, is that you will not see the LR edits in DxO)
- Apply the desired edits in DxO (just don't make redundant edits with those you made in LR)
- Make sure that the option "Preserve Metadata in XMP sidecars for RAW images" is checked in the preferences (Edit -> Preferences, tab: "General")
- Export as a DNG
- Import the DNG file into LR, now both the previous LR edits and the DxO edits will be applied.
Why don't use Tiffs?
-Unles you work with RAWs/DNGs, DxO is limited to AdobeRGB (so make sure the Tiff you export from LR is in that color space)
-The DNG from DxO is a "Linear DNG", meaning that it has been demosaiced but no color space conversion or gamma encoding has been applied yet, so you conserve almost the full potential of the RAW file to work in LR
The issue with WB and clipped channels: I found this by experimentation. The DNG export form DxO is a true 16 bits per channel file, but clipped values from typical 12 - 14 bit RAW images are not translated to clipped values in 16 bits. If you apply then highlight recovery, LR does not see clipped values, just very bright values. When you adjust WB later in LR, those highlights will have a color cast.
I'll use this workflow only if I need the optical corrections, which in my experience and tests, are superior in DxO, (at least for my current cameras / lenses). YMMV.
Regards,
Francisco