There isn't currently a localization plug-in for French, but if you would like to write one (you could start with the sample one issued for German), then I'll be happy to consider including it in the product.
You could use the saxon-help list at sourceforge to ask if any other users are interested in working with you on this. That's a better place for Saxon-specific questions than this list.
Michael Kay
http://www.saxonica.com/
Author, XSLT Programmer's Reference and XPath 2.0 Programmer's Reference