Thanks to great support of Zimbra NE team, it seems that this problem is linked to this bug :
Bug 18503 - SyncGalResponse doesn't return all results

So, it still doesn't work, workarounds are :
- connecting Outlook directly to my LDAP server (but doesn't work with my LDAP server)
- set LAG authentification to "Internal and External" into Zimbra server, to have accounts of my Zimbra server into Outlook LAG. Thanks to that, I can add Zimbra shared calendars into Outlook.