Hi @regisphilibert,
We’ve been facing a very similar problem as you. Interestingly, our redirects were working for over a year and then we started experiencing very similar symptoms as you have outlined.
We found a really strange behaviour that if we went in and cleared cookies (that were being set by Google Analytics, Facebook, intercom and few other services) via the inspector then the reloaded the page, it would refresh and the geo would work again, but only once as the cookies we set again by these services. Would be keen to see if you can reproduce this under your old configuration. Do you have any cookies being set on your site, not including nf_country by Netlify?
Interesting that you’ve found a workaround with the trailing slash. However, this shouldn’t be the expected behaviour at all.