The thing is you'll have heard maybe of something called Europe ...even the EU.
Now it's hard to grasp but whilst you hear a lot about it, it actually doesn't exist. It's a fantasy. The simple reality is that Europe isn't in any way integrated and efficient and transparent. Each country still has an entirely parochial attitude.
So if you come to France and settle, and essentially have ALL your life and investments and possessions here, then maybe you'll get a meaningful answer from the French taxes about your situation, but as soon as you have a 'European' life forget it.
If you have life insurance accounts and investments in multiple countries, properties in multiple countries.....with pensions in various countries.......you are literally 'on your own'.