It seems that I did not precisely followed the advices on the dlang website. After some debugging time, I've found out the solution:
The dmd.conf file was incorrect, thus the libphobos2.a was not found. Now my dmd.conf file is looking like:
[Environment]
DFLAGS=-I%@P%/../src/phobos -I%@P%/../src/druntime/import -L-L%@P%/../osx/lib