Francois,
This is just a quick pointer for you, if you choose to go this way and need more information let me know.
I'm usually using custom xsl and not the mapper with links and functoids (but the two boil down to the same thing in the end so this is by no means a restriction)
I was able to write a custom function in c# that both receives and returns XPathNodeIterator (which resides in System.Xml.XPath).
Using this class you can pass xslt node sets in and out of the helper class, there are quite a few resources on the web on how to use these classes.
You could then write a custom class to do your lookup and return a node set whcih you could then iterate on in your xsl (but it may mean you need to re-arrange your map/xsl)
I hope this helps