Leandra, if you shipped your bracelet regular 1st class international mail, there will be a customs number on your receipt. You can send him that number so he can check with his customs department or post office to see if they can locate the package. It usually takes 1-3 weeks for international packages to arrive at their destinations, but it can take as long as 3 months. France is known to have some postal problems, and most people in France know it and work with you.
This particular customer sounds like a bully and will probably be a jerk no matter what you do. Make sure you are very polite and professional in your responses to him. I would let him know that you need to allow sufficient time for the package to arrive, and if it does not you are willing to issue a refund or work out the problem in a way that is fair to both of you. Be sure to keep copies of your messages so you can forward them to Etsy Admin or PayPal if there is a problem.
By the way, regular tracking is only good in the U.S. and will show you the last time a package was at a U.S. post office. You need to ship International Express Mail or Priority Mail to have an international package insured or have a tracking number. I just sent a package to Norway that a customer had purchased as a gift for friends in South Africa. The customer needed it in a hurry and was trying to decide if I should send it to him in Norway or to his friends in South Africa. Regular 1st class international mail to Norway was about $12, to South Africa was also about $12. International Express Mail to Norway was $39.50 and to South Africa was about $45.75. He opted to have it sent Express Mail to Norway. The Express Mail price also included insurance for up to $100 in value.
It is your call on what you decide to do. Right now the guy doesn't have a legal leg to stand on because he hasn't allowed enough time for the package to arrive. Even if it doesn't, unless it is returned to you, you will never know for sure. As someone else mentioned, another person could have your bracelet or the cutomer could finally get it and never let you know. Most international sales are great, but there are always the few that aren't. It is the same for sales in the U.S., and an unhappy part of doing business on the internet.
You should put a note in your policies stating a time limit before considering refunds on international sales. Good luck in whatever you decide.