I have finally find the problem with examples on mono compiled in 64 bits. The problem was the "ToInt32" method of an IntPtr which failed on mono 64 bits (have to use ToInt64 instead).

Also, I have put marshaling complexity of the ConnectOpenAuth callback in bindings, this make the callback of ConnectOpenAuth more simple to achieve the authentification. In the example, the callback is treated like this :

private static int AuthCallback(ref ConnectCredential[] creds, IntPtr cbdata)
        {
            AuthData authData = (AuthData)Marshal.PtrToStructure(cbdata, typeof(AuthData));
            foreach (ConnectCredential cred in creds)
            {
                switch (cred.type)
                {
                    case ConnectCredentialType.VIR_CRED_AUTHNAME:
                        // Fill the user name
                        cred.Result = authData.user_name;
                        break;
                    case ConnectCredentialType.VIR_CRED_PASSPHRASE:
                        // Fill the password
                        cred.Result = authData.password;
                        break;
                    default:
                        return -1;
                }
            }
            return 0;
        }