'French driving etiquette' is something of an oxymoron. On the surface, the French have some good ideas. For instance, you can go through a red light if the way is clear, which stops a lot of frustration from sitting at an empty junction for no reason. However, most French drivers tend to amend this law in their heads to 'you can go through red lights whenever you like, including when pedestrians are crossing the road having been beckoned by a little green man'.
Also, on the Autoroutes the speed limits are sensibly set at two different speeds for wet and dry conditions. Top speed is 130km/h (about 85 mph). Again, drivers refuse to accept that it is ever raining, even when it is, and stick to the maximum limit at all times. Drivers rarely (read: never) indicate as they swap lanes, and aggressively cut back in when they have overtaken.
Thank-yous, via flashing headlights or waving, are rare. Save them for visually alerting other drivers how annoyed you are with them. Add vigour.