We present a detailed study of a global bifurcation occuring in a turbulent von Karman swirling flow. In this system, the statistically steady states progressively display hysteretic behaviour when the Reynolds number is increased above the transition to turbulence. We examine in detail this hysteresis using asymmetric forcing conditions-rotating the impellers at different speeds. For very high Reynolds numbers, we study the sensitivity of the hysteresis cycle-using complementary particle image velocimetry and global mechanical measurements-to the forcing nature, imposing either the torque or the speed of the impellers. New mean states, displaying multiple quasi-steady states and negative differential responses, are experimentally observed in torque control. A simple analogy with electrical circuits is performed to understand the link between multi-stability and negative responses. The system is compared to other, similar 'bulk' systems, to understand some relevant ingredients of negative differential responses, and studied in the framework of thermodynamics of long-range interacting systems. The experimental results are eventually compared to the related problem of Rayleigh-Benard turbulence.