I m a lvl8 Death Domain Cleric, at lvl4 i grabbed the Magic initiate feat, and picked Eldritch Blast as one of my cantrips. As a lvl8 Death cleric i get the following feature:

Potent Spellcasting

Starting at 8th level, you add your Wisdom modifier to the damage you deal with any cleric cantrip.

So the question is, does Eldritch blast count as a Cleric cantrip or is it still a Warlock cantrip?

No, Eldritch Blast does not count as a cleric cantrip in your case.

Magic Initiate uses Charisma for the Eldritch Blast because it came from Warlock.  It is clearly still a Warlock Cantrip.

You want something that adds a spell to your Cleric list, such as a Domain ability.  A mere feat does not do this, anymore than taking a level of Warlock would.

Then Vampiric Touch does count as a Cleric spell, since it comes from the Death Domain Spells (despite not being a cleric spell) ?

Quote from Ikaros5 >>

Then Vampiric Touch does count as a Cleric spell, since it comes from the Death Domain Spells (despite not being a cleric spell) ?

 Correct, so long as you have chosen the Death Domain for your subclass.

Domain Spells

Each domain has a list of spells — its domain spells — that you gain at the cleric levels noted in the domain description. Once you gain a domain spell, you always have it prepared, and it doesn’t count against the number of spells you can prepare each day.

If you have a domain spell that doesn’t appear on the cleric spell list, the spell is nonetheless a cleric spell for you.