Philippe,
A general reply, since I don't use Oracle Oracle on my machine (I use RdB) but I know it somewhat (as a DBA and user). I don't know DEWindows (or X-Windows) just globally, but perhaps it may bring you further.
(BTW, I use Excursion as XServer on my PC's (when I do), but I have used other ones as well and never had to set up anything special. It just worked.)
For what I know of CDE: if a new terminal session is opened, SYLOGIN.COM and LOGIN.COM are executed. If orauser.com is invoked, it will run. If it contains SET TERMINAL commands, it will execute them on that terminal session. This is true if you run CDE on XTerminals as well as when using an XTerm on a PC (or other system).
My idea is:
Check all your login command files (SYLOGIN.COM, LOGIN.COM, ORAUSERS.COM and others that are invoked) for any SET DISPLAY commands, that may force the X_windows display to be set on a specific IP-address.
HTH
Willem
Willem Grooters
OpenVMS Developer & System Manager