Thank you so much Andy, the result is impressive, very realistic colors + the benefits of Cinelog-C 
Just one complementary question: what to change in the workflow if I want a sRGB output gamma instead of REC709?
For stills? Perhaps do the gamma tweak in an output node or outside of Resolve? Video would not be output with sRGB gamma.
I have several preset modes on my DELL U2711. I'm using the preset mode called "Custom color" to calibrate the monitor to its native gamut (perfect for photography).
Whilst 'Custom Color' would put your monitor into it's native 'wider' gamut, the bottom line is the purpose of that is to make the monitor more likely, more receptive to achieve 100% 709 coverage in the calibration and profiling process, absolutely no point of the wider gamut if it falls short of any other video or cinema standard, you need to reign it in to 709, produce a monitor / viewer 3D LUT for Resolve from your profiling /LUT creation software.
Resolve doesn't use ICC profiles, if you allow your OS to load an ICC profile at boot or login which will only adjust gamma with a 1D LUT anyway (ICC Color Management within the applications handles the rest) your Resolve session won't be colour managed for your display, if you choose to use a 3D LUT for monitoring in Resolve you really don't want the ICC profile getting in the way adjusting gamma because the monitor 3D LUT may well adjust gamma again and lead to unwanted issues with banding and jacked up black levels.
If you can't prevent the ICC loading at boot or log on, i.e: If you're on a Mac then you would need to feed a monitor directly from a BM UltraStudio Mini Monitor by passing the graphics card output. Even on Windows or Linux a BM Mini Monitor is preferred. At worst if you can't prevent ICC profile affecting output you would need to profile your monitor via a patch generator inside Resolve either by Calman, Lightspace or DispcalGUI, so that the ICC profile gamma mucking around is accounted for in your 3D LUT for monitoring in Resolve.
I also noticed a preset mode called "sRGB". Should I switched to it, create a new ICC profile with my i1 Display Pro and use this combination as my starting point for Resolve (and switching back to the other preset mode/ICC profile for Lightroom)?
Thank you so much for taking the time to answer all our questions!
Monitor presets are worthless unless you are regularly sending the monitor back for recalibration because monitors drift and change over time. Surprised if they're even accurate enough from the factory. Preferably it's best to calibrate the monitor using whatever preset make the display most receptive to achieving 709 and that would probably be 'Custom Color' plus whatever tweaks the monitor will allow with RGB gain and offset, Backlight, Contrast & Brightness. Then profile it with the i1DisplayPro.
But this only gets you close to 709 gamut, part of the goal, also RGB separation or more importantly the minimum of RGB separation along the display curve, screen uniformity in terms of grayscale, native 1080p resolution without scaling and monitor refresh rates (24, 25, 30, 50i & 60i) play a part for video that is. If your monitor only does 60Hz, duplicate frames are added and frames dropping is going to happen for all frames rates other than 30 & 60fps, messing with those smooth pans and motion in general.
Not directly related as you're using Lightroom and photography too for others it's worth considering that it can be a waste of cash to buy expensive 'wild' gamut 60Hz monitors thinking everything is wonderful and calibrated, better to buy a couple of budget monitors for GUI, a BM Mini Monitor and a decent 32"+ LED TV (refresh rates, native resolution) to go with the i1DisplayPro, then at a later date invest in a better 32"+ display depending on finances. The mini monitor is also supported in major NLE's etc so it's no specific to Resolve.