Hi Charly, sorry for the delay.
Unfortunately I will need a bit of help here.
I tried opening your scene and following your steps, and it seems that:
1) The hair does not render at all if the "mesh from strands" modifier is disabled
2) The hair does render fine if the "mesh from strands" modifier is enabled
It is the same with Corona and V-Ray.
I tested with Corona 6 HF1 and the 06.11 daily build, V-Ray 5 HF2, and Ornatrix 6.3.5 and 7.1.0.
My questions:
Is point 1 not expected?
Is point 2 expected?
What exactly is wrong?
Next time, it would be great if you could provide a scene which we can just open, press render, and immediately see the issue. Thanks in advance!