Well, there was at least one actual French Protestant colonial effort. Jean Ribault, one of the proteges of Admiral Coligny, attempted to set up Huguenot colonies on the coast of Florida, from 1562-65. They were not successful; the colony initially lasted for a very short time, before the colonists despaired and returned. When new colonists arrived, the Spanish, already well-established in the Caribbean, realized quickly that the French Huguenot colonies would be excellent bases from which to raid Spanish treasure fleets. Fort Caroline, the French base, was taken, and after the French ships were beached by a storm many of the marooned sailors were massacred by the Spanish. The escalation of religious war in France ( with Coligny being the chief victim of the St Batholomew's Day Massacre) distracted the French Protestants from further efforts at colonization.

The site of the massacre is now Matanzas State Park, in Florida; Matanzas being Spanish for massacre. http://www.staugustinelighthouse.org/LAMP/Historical_Research/a-brief-historical-overview