What was the first vampire short story with a setting in France? In the English language it appears to be "Pepopukin in Corsica," published in 1826. It was in a British rag called The Stanley Tales. The author was only attributed to A.Y. and in The Best Vampire Stories anthology I edited, I give reasons why I think the author was Arthur Young who was an English writer that travelled extensively in France. He died in 1820, so it had to be published posthumously.
"Pepopukin in Corsica," was published for the first time in 175 years in BlooDeath: The Best Vampire Short Stories 1800-1849. It tells of scary vampires having claws and crushing bones. There is a nice review of the vampire tale over at the Taliesiin Vampire Blog.