Pronunciation of foreign words by foreign speakers

Solution 1:

I'd recommend the following strategy:

• For place names that actually have an anglicised name, always use that ("Paris", "Normandy", "Brittany", "Brussels", "The Dordogne");
• For place names that are well-known in England, if your pronunciation of English generally is fairly proficient, then try to "anglicise" your pronunciation a little, e.g. by pronouncing "Marseille(s)" and "Lourdes" without a French 'r' and moving the vowels a little closer to their English counterparts;
• For place names with alternative pronunciations in French where English speakers tend towards one of the pronunciations, try to notice which one tends to be used in English and use that, even if it's not the pronunciation used by inhabitants of that town. So for example, English speakers tens to be used to pronouncing "Chamonix" without the final [ks], or to pronouncing "Metz" with its "German" pronunciation [mEts] (whereas actual inhabitants of the town don't usually pronounce the 't').
• Subtly, consider adopting "mispronounced" versions of names that are commonly used by English speakers. For example, English speakers tend to pronounce "Bayeux" with [be-] rather than [ba-] at the start and commonly omit the final [s] of "Saint-Saëns" (either as the town or the composer) when they come across it-- not because these towns really have "English" names as such, just that English speakers commonly mispronounce them when attempting to call them by their "French" name;
• For lesser known place names, where English speakers aren't used to hearing the name pronounced either with an "English" or "French" accent, I would suggest just adopting the French pronunciation without trying to give it an "English accent".

Solution 2:

As a native English speaker who has reasonable command of French and especially enjoys the sound of it, I tend to keep the proper-noun pronunciations consistent with the language I am speaking.

Take for example the French surname Jacques, which is reasonably widespread in Britain (among people of Huguenot and Walloon descent). In Britain it is mostly pronounced JAKES, which is understandable and fits with the sounds of an English sentence.

Using the French pronunciation of Jacques when speaking English really sounds discordant, as indeed would Shackleton (CHAC-LE-TON) if pronounced the English way when speaking French.

This is only my opinion, but the sounds and mouth movements of English and French are quite different. And if you try and conflate the two you end up with something that is less than poetic.