I just checked the French translation, and the line it refers to for the weekdays is incorrect. Not sure why that is, I didn’t create the French translation but it points to line 201 for ‘Monday’ while it should point to line 211.
The wpsl.pot in the /wp-content/plugins/wp-store-locator/languages folder does refer to the correct line. So what you can do is open that file, save it as wpsl-fr_FR, set the language to French and then it should work.
Also make sure you clear the store locator transient cache, you can do this on the wpsl settings page in the tools section ( at the bottom ).