I also have sunk French shipping even when the flavor radio traffic says not to without any renown problems. Basically if you know the dates a country declared war on Germany you can start sinking them no matter what off the wall "no-belligerant" type statements the Fuhrer makes. Just make sure you're already at war with the country and no ill effects will happen to you in-game.
If you're using GWX hit F1 and look through the options in there, there'll be a list of all the countries you can attack ships from, and starting when.
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