warning: setlocale: LC_ALL: cannot change locale

Try the following commands

sudo locale-gen fr_FR
sudo update-locale LANG=fr_FR

I've had the same issue, and none of the answers worked, except dpkg-reconfigure locales. But it is too time consuming to do it this way. Just uncomment all the locales you need in /etc/locale.gen and run locale-gen. Or do it from the command line (as root):

echo "en_US.UTF-8 UTF-8" > /etc/locale.gen
echo "fr_FR.UTF-8 UTF-8" >> /etc/locale.gen
locale-gen

I have fought with this for a week or so.

The most reliable (and easiest too) for me was to edit my profile file with

gedit ~/.profile

An add this language variables to be set at every login

LANG="en_AU.UTF-8"
LANGUAGE="en_AU:en"

You need to log out and back in for the change to take effect.