FR customer purchasing goods from UK

Hi,

In a product you can only set one tax category. And when HikaShop apply the taxes to a product, it look for all the tax rules for the tax category of that product. So I suppose that the tax category of your product is not "EU VAT 20%" and thus no tax rule is found if your address is in france and the product in another tax category.
If all the products of your store have the same taxes in each tax region, then you only want one tax category, apply it to all the products and all the tax rules.