Aha, now the coin has fallen in my head !

My manually programmed flight , the same as yours, was in fact correct.
I didn't realize that the missed approach route back to the BUN holding also had been calculated automatically...

Mostly a missed approach route has to be added manually :
Tutorial from LD767 :You must program the MISSED APPROACH for each
and every arrival runway. When your aircraft is
descending on the ILS at 160 knots and another
aircraft enters the active runway, you will be glad that
you planned a missed approach

Many thanks to all for helping me with this !   ;)