As previously stated there is a setting on your phone that enables/disables data roaming by default it is off. If it is on and Three has activated roaming on your account I would suggest that the issue is with the French network.
try to manually choose a French network that supports 4g/5g if that doesn't work there is very little you can do, Three do not have control over networks abroad ( even if they have a sister network in France they are not the same). I don't believe that any UK network can Guarantee coverage abroad and whilst in most cases it should work, the truth is sometimes it doesn't. From the French networks perspective you are not their customer and therefore not a priority. I've been in the industry for 30 years so I have a bit of incite (I don't work for three just an FYI).
