Thanks for your replies.
I did not know this small-caps defect for ADE. A pity.
For the drop-cap values, as I have no practical experience, I took the ones advised on the
Sigil FAQ. . It's a first approach. These values have probably to be further adapted to the characteristics of each font.
So, for the time being, I learn that embedding is to be used with some economy of means. To stick with the basics, regular, italic, bold. Bold italic may be even too much.
I will try other fonts.
TheSerif font is quite light and seems suitable for embedding. I have seen
Minion which is quite nice but it's not a free font.
Many other fonts are really too heavy for this purpose.