Nicolas,
First of all you do NOT need to call any PWR_ functions in your application.
Low power is already integrated in the Project and is serviced from the idle task.
I would guess that your probem is that:
1. you are calling the PWR_HandleDeepSleep() directly in your app. This you should not do..
2. you might still have software timers running. If a timer is running, then you can not sleep.
3. if you are using a ZigBee project you need to enable the low power mode property in beekit and set the poll interval to 0 as explained by the new project wizard.
e.g. try start out with the HA OnOffSwitch application. It works fine with low power and wakes up on keyboard interrupt.
BR,
Mads