Hi Gilles David,
After looking into your issue, I've got a limited amount of information for you. First off, it sounds like the issue you are experiencing is a missed HDMI handshake between your receiver and the projector. This may be because your Onkyo 3008 receiver needs a firmware update. However, after looking at the available firmware updates here (Firmware Updates TX-NR3008 | ONKYO Asia and Oceania Website) - I was unable to find anything matching a description of increased/corrected HDMI functionality. You may want to try it anyways to see if it helps.
Additionally, I contacted their international support line to see if they had any helpful advice on correcting the issue, and they stated that restoring the device to its factory default settings may correct the issue, it may not.
Since your setup works properly when the projector is directly connected to your system though, I suspect it is in fact an issue with the receiver. Try the firmware update and then the restore to factory defaults, and let me know if you gain any ground on the issue.