As far as I understand it, once you have started gaining your licence in one JAR country (ie has your Class 1 issued and taken your ground exams) you have to complete the CPL training in that country.
In your case this means you will have to complete the CPL section in France. Ratings such as the IR and MCC can then be completed in other countries.
The rules may have changed, but I don't think so. It may be worth calling your local JAA Branch office,
DGAC