It worked! @SteveJG was right, I just had to go out!
For those wondering, here is the logic:
And here is the project file:
display_location_on_map.aia (2.8 KB)
Thank you as well for your help @Taifun!
If I understand well, the Screen1.initialize will trigger the Clock1 that will then set the gps provider and lock it.
What I'm not sure about is: why not simply perform those actions directly inside the initialize block?

