Is this a local insect?

I have no expertise in (French) insects, but this looks like it might be a crane fly (family: Tipulidae) in the genus Ctenophora. The larvae of these flies feed on decaying wood, so a lack of (partially) dead trees or other dead wood in your vicinity would suggest this is not correct.

The hunched-back with long legs are suggestive of the crane-fly family and the V-shaped groove on the back more-or-less connecting the wing-bases is (according to the wikipedia article) characteristic of this family.

In particular, this looks quite similar to many pictures online of the Cone-horn cranefly (Ctenophora pectinicornis), which is found in your area

Image by Margaret McLoughlin.

My understanding is that the simple antennae indicate that this is a female — males have feathery antennae.