Is the VPN for security/privacy reasons, or is to access region-locked content?
I tried a DIY VPN for region-locked stuff for a while and had limited success. I did a bunch of research and there was no clean and easy way to achieve that (i.e., send some content through a VPN and some out your standard link). There is no publicly available IP address list which tells you which region various IP addresses are from. At least none that I know of. My understanding is that sites like Netflix and BBC iPlayer spend a bunch of money on that service so they can map your IP to your region. It's just not freely or publicly available information.
You can use DNS lookups for specific IP addresses, and then use your routing table to route traffic to those IPs out either your VPN (French) or your local (UK) link. But IP addresses change and some streaming services use a pool of IPs across heaps of different subnets, so it's only a sometimes-solution.
In the end I abandoned the VPN and went with Getflix for region stuff. There are a few services like that which in the end were far easier and just worked, rather than my home-made solution which worked until an IP address changed and then I'd have to do digging/work to fix it up again.
** edit ** - I should probably note that for some services, using region hacks/workarounds is a violation of your agreement. So if you intend to do that you should probably check out those agreements and proceed at your own risk.
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