Then I configured a few shortcuts by adding to my-init-texmacs.scm : 

(kbd-map
  ("t t t" (make 'theorem))
  ("f f f" (make 'folded-env))
  ("p p p" (make 'proposition))
  ("e e e" (make 'exercise))
  ("s s s" (make 'solution*))
)

It works... somewhat, but is most probably not the right way to do it... especially as regards the folded-env... It works like this : I hit three times f, then enter, then I add my theorem or exercise, then I unfold and add the solution or demonstration (for which I'll need another shortcut of course, but I'm not there yet...)

That was not what I had in mind. I wanted to use the capslock which I redefined, with the help of Karabiner, to serve as a shift+control+option modifier (which I then use in karabiner to have quicker access to \ [ ] { } which are a bit of a pain on a macos keyboard...), so I would have liked that hitting capslock-f (which translates to shift+control+command-f) to begin a folded environment. Instead I hit thrice f for the time being, which is quite usable, but I'd be curious to know what I would have needed to write for it to work. I tried quite a few things, but I was not successful.