@Bob
Thanks for your help.
I have read this comment from Kovid Goyal "The language from content.opf will work unless the html files define their own languages, in which case the latter will win."
For what I can see, we need to specify the language for
both: not only for the html files but also for the content.opf file. Now, all the words in my EPUB are qualified as French.
EDIT: using the latest Calibre version