Yes it's resolved.
I've change the cache path yesterday and a few minutes ago, I noticed that error message:
"2016/03/19 12:31:02 [emerg] 8984#8984: cache "my_zone" uses the "/tmp/nginx/dev" cache path while previously it used the "/tmp/nginx" cache path"
It seems it was enough to prevent the cache from running. Interesting.
BTW, do you see anything useless, redundant in my config?
Thanks for the help!