Peyo It does not mean that because you added the website to go through that tunnel, that the video is actually SERVED from that website... the video might be coming from a server that is NOT the website you added.
OR maybe the video cannot be played from france...
For a quick fix or test, you can set your DPN mode to full, and select FRANCE, then EVERYTHING will be from France. If that does not work, then the video cannot be watched from france.
However, keeping your DPN mode this way will have a hit on your speed, because you are relying only on DPN USERS france for speed, which might affect your overall speed.