Not sure if this should instead be filed in Qt Creator bug tracker, needs investigation first.

Can you compile this simple program:

#include <QFileInfo>

int main()
{
    QFileInfo("foo").exists();
    return 0;
}

and paste here the "Compile output tab" ?

Here it is:

12:26:50: Exécution des étapes pour le projet test...
12:26:50: Débute : "/Users/nkniebilher/Qt/5.6/clang_64/bin/qmake" /Users/nkniebilher/Documents/test/test.pro -spec macx-clang CONFIG+=debug CONFIG+=x86_64 CONFIG+=qml_debug
Info: creating stash file /Users/nkniebilher/Documents/build-test-Desktop_Qt_5_6_2_clang_64bit-Debug/.qmake.stash
12:26:52: Le processus "/Users/nkniebilher/Qt/5.6/clang_64/bin/qmake" s'est terminé normalement.
12:26:52: Débute : "/usr/bin/make" qmake_all
make: Nothing to be done for `qmake_all'.
12:26:52: Le processus "/usr/bin/make" s'est terminé normalement.
12:26:52: Débute : "/usr/bin/make" 
/usr/local/bin/clazy -c -pipe -stdlib=libc++ -g -Xclang -plugin-arg-clang-lazy -Xclang level0,level1 -std=gnu++11 -isysroot /Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX10.12.sdk -mmacosx-version-min=10.7 -Wall -W -fPIC -DQT_DEPRECATED_WARNINGS -DQT_QML_DEBUG -DQT_CORE_LIB -I../test -I. -I../../../Qt/5.6/clang_64/lib/QtCore.framework/Headers -I. -I../../../Qt/5.6/clang_64/mkspecs/macx-clang -F/Users/nkniebilher/Qt/5.6/clang_64/lib -o main.o ../test/main.cpp
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin/clang++ -headerpad_max_install_names -stdlib=libc++ -Wl,-syslibroot,/Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX10.12.sdk -mmacosx-version-min=10.7 -Wl,-rpath,/Users/nkniebilher/Qt/5.6/clang_64/lib -o test main.o   -F/Users/nkniebilher/Qt/5.6/clang_64/lib -framework QtCore -framework DiskArbitration -framework IOKit 
12:27:02: Le processus "/usr/bin/make" s'est terminé normalement.
12:27:02: Temps écoulé : 00:12.

Can you printscreen QtCreator's dialog for your Kit settings and Compiler settings ?

Created attachment 104397 [details]
Kit settings screenshot

Created attachment 104398 [details]
Compiler settings screenshot

With "QMAKE_CXX = clazy" in the .pro

In fact it's "QMAKE_CXX = /usr/local/bin/clazy"

clazy calls clang

I think when you run clazy through QtCreator it calls Apple clang, which doesn't support plugins, while on the command line it's using non-Apple clang.

There might be some differences regarding PATH, and I think QtCreator adds the compiler from the Kit you're using to PATH.

Can you try:

QMAKE_CXX = <complete path to non-Apple clang>
QMAKE_CXXFLAGS += -Xclang -load -Xclang ClangLazy.dylib -Xclang -add-plugin -Xclang clang-lazy

Yeah! It worked!! :D
It also works with:

QMAKE_CXX = export CLANGXX=/opt/local/bin/clang++; /usr/local/bin/clazy

It was a difficult one to find!
Do you know a way to add a clazy kit? This way, it would be possible to build with clazy without having to change the .pro file...

No, it doesn't seem possible.
We would need a clazy mkspec for that.

Yeah I came to the same conclusion after trying some things.
Anyway, thank you for your time!

For Qt 5.9 or 5.10 I'm hoping to have CONFIG += clazy option

That would be great! :D