text: Title: [CI] Update codecov configuration file
  Body: I've closed #990  but forget to create an issue about the codecov configuration issue.
  
  Apparently, we should have a `coverage.yml` file for the Codecov app/github-action, but I'm not sure how this will go with local coverage reports, which seems to use `.coveragerc`. This require a little investigation.
  
  The goal here is to have:
  - a single config file (local reports and CI)
  - an up-to-date configuration file (as recommended in codecov docs):
    - as a consequence, we can more easily customize the codecov config (if we discuss we need to)