Hey Thierry,
i had a similar issue in the past. The Support gave me the hint to seperate payloads and configurations/restrictions into multiple profiles to make them work as intended.
I have now basic ios Payloads each in a different profile and the advanced stuff like backgrounds and messages on other seperate profiles.
Its impossible to make background, lockscreenmessage and ios restriction payloads work together.
You can pair arround two categories together like background and lockscreen with a wireless network but general ios restrictions always need a profile on its own.
In the end its a messy solution, but you can label different configs to sort them properly.
Good Luck
MIB