That’s right, I’m french and use an AZERTY keyboard on my laptop 
And You’re right, it does’nt work.
But the Ctrl + Shift + 0
works by default and change to “default text”.
Ctrl + shift + 1
don’t apply the header 1.
In the Tools / Customize menu, I see that Shift + Ctrl + 0
is assigned, but the others are grey.
Why ?

I manually try to add these shortcuts :
Ctrl + Shift F2 : header 1
Ctrl + Shift F2 : header 2
Ctrl + Shift F3 : header 3
Ctrl + Shift F10 : body text
and it works, but less natural.
I made some tests with different shortcuts :
For example :
Alt + 1
for Header 1 don’t work
But
Alt + Shift + 1
for header 1 works.
Finally, I choose to use the Alt + Shift + number
shortcut rather than F1…
It’s more close that the original shortcut in 102 keys keyboard.
But it’s surprising, that the shortcuts so usefull only works on a specific keyboard.
Thanks a lot.