I simply had to add entries in the multiple identities section, as you mentioned. Additionnally to that, I adjust the entry point of the application to support a redirection to the login page if I have disabled the anonymous access to the site. So, basically, there is now only one site in the IIS definition. To support the site protection, when needed, by the use of a Site.Anonymous field, I can then force a redirection to the login page, when this field is not True.

This makes it that once the first hit is done, everything loads faster after. So, I can have the first hit on one site and navigate to other sites. They will all be fast after.

This then allows me to get the initial request of this thread. I can then have my application object broadcasts the new setting across the infrastructure no matter on which site I am sitting on.

Thanks