" ... They said they were Orange Spain, NOT connected to Orange France ..."
Your experience is consistent with mine.
In about May 2022 I bought a physical Orange SIM from the automatic dispenser inside the Orange store at Sol, Madrid, Spain. The dispenser scanned my passport OK. The SIM seemed to work OK in Spain. I am going to call it an Orange.es SIM.
Since then I have been keeping that Orange.es SIM account alive from within Canada by making the required periodic account maintenance payments online to Orange.es. If I correctly understood the Orange.es website, my account should have worked seamlessly in Spain, France, and many other EU countries.
In May 2023 I went to France. My Orange.es SIM worked perfectly there for about a week, then abruptly completely stopped working. I checked my Orange.es account online and it showed the SIM as being still valid. Even so, I made another payment, "just in case". That did not help. My attempts to get help online and in Orange stores in France failed. If I correctly understood the quite unhelpful clerk in the Orange store in France, Orange France is a separate company from Orange Spain.
I got the impression that although the Orange.es website might promise pan-EU service, Orange.fr and perhaps other Orange companies might not feel obligated to fulfil those promises. For all I know there might even be local legislation that creates a problem for foreign-issued SIMs.
Another possible issue is some sort of conflict between normal Orange.es SIM accounts and Orange Travel SIM accounts. My Orange.es SIM account seems to somehow have been (partially?) converted into an Orange Travel SIM account. I can log into my Orange.es account and also log into my separate Orange Travel account.
A third issue is linguistics, i.e., me not fully understanding the Orange.es and Orange.fr and Orange Travel websites. IME Chrome auto-translate would not translate all of the pop-ups and sub-windows on the various Orange websites.
It is all fairly baffling, but because the Orange.es website shows that my account is in good standing, and the required periodic account maintenance payments are both infrequent and quite economical, I plan to continue making the payments online and then see how the SIM works next time I am in Spain. If it does not work in Spain then I guess I will cut it up and buy another one from some provider yet to be chosen.