French Movies via VPN
Also: When I was learning French, I used my DVD's and changed the sound to French. I believe it would be possible to put it on French subtitles.
Using VPN, you can try to catch a show here: https://www.arte.tv/fr/
Here is one source for French films: https://revoir.tv5monde.com/?utm_source=tv5monde&utm_medium=metanav&utm_campaign=programmes_revoir-nos-programmes
I don’t know if it’s considered a “French Movie” but the movie “Allied” is really good! With quite a bit of French in it!
I went on the same scavenger hunt a couple months ago and found out that the best source in the US for shows/movies with french audio and subtitles is Netflix . . . if you aren't looking for anything specific. I only realized recently that you can search for "French language movies" on Netflix and get a pretty good list.
I didn't have much luck with VPNs either but I did find some Blu-Ray databases that list audio and subtitle options. I don't own a Blu-Ray so I never followed up.