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I have found the solution:

The shim has to be:

datetimepicker: { exports: "$.fn.datetimepicker" }

Here are the files:

amd/src/config.js

define([], function () {
    window.requirejs.config({
        paths: {
            //Enter the paths to your required java-script files       
            "moment": M.cfg.wwwroot + '/admin/tool/myplugin/js/moment.min',
            "moment-fr": M.cfg.wwwroot + '/admin/tool/myplugin/js/moment-fr',
		// bootsrap 4 bundled with popper
            "bootstrap": M.cfg.wwwroot + '/admin/tool/myplugin/js/bootstrap.bundle.min',
            "datepickerfr": M.cfg.wwwroot + '/admin/tool/myplugin/js/bootstrap-datepicker.fr',
            "datepicker": M.cfg.wwwroot + '/admin/tool/myplugin/js/datepicker',
            "datetimepicker":M.cfg.wwwroot + '/admin/tool/myplugin/js/tempusdominus-bootstrap-4',
        },
        shim: {
           //Enter the "names" that will be used to refer to your libraries
           bootstrap: { deps: ["jquery"], exports: 'bootstrap'},
	   datepicker: { deps: ['bootstrap'],  exports: "datepicker" },
           datepickerfr: { deps: ['datepicker'],  exports: "datepicker" },
           datetimepicker: { exports: "$.fn.datetimepicker"   }
        }
    });
});

amd/src/app.js

define([
    
    'jquery',
    'tool_myplugin/moment',
    'tool_myplugin/bootstrap',
    'tool_myplugin/datepicker',
    'tool_myplugin/datetimepicker'

    ],
    function ($,moment) {
        //alert('bootstrap'+$.fn.tooltip.Constructor.VERSION);
        //alert(moment({hour: 10, minute: 0}));

        function initManage() {

            $(document).ready(function () {           

             	$('#datepicker').datepicker({
                    weekStart: 1,
                    todayBtn: "linked",
                    language: "fr",
                    locale: 'fr',
                    todayHighlight: true,
                    format: "dd/mm/yyyy",
                    orientation: "auto right"
      		});
                $('#datetimepicker1').datetimepicker({
                    format: 'HH:mm',
                    use24hours: true,
                    defaultDate: moment({hour: 9,minute:0})
		});           

amd/src/datetimepicker.js

define(['tool_myplugin/config',  'datetimepicker'], function(unused,datetimepicker) {
        return datetimepicker;
    }
);

amd/src/moment.js

define(['tool_myplugin/config',  'moment','moment-fr'], function(unused,moment) {
    moment.locale('fr');
    window.moment = moment;
        if (!window.moment) {
            alert("moment ko");
        }
        //if no return, error:TypeError: moment is not a function
        return moment;
    }
);

amd/scr/datepicker.js

define(['tool_myplugin/config',  ,'datepicker','datepickerfr',], function(unused,datepicker) {
        return datepicker;
    }
);

amd/src/datepickerfr.js

define(['tool_myplugin/config', 'datepickerfr'], function(unused,datepickerfr) {
        return datepickerfr;
    }
);