Playing Syberia in French just might be tempting enough for me to buy it on GOG although I already own it in retail. Just one question: Is it possible to set it up so the audio and subtitles are in different languages, i.e. French audio and english text?

No, as far as I know. I play it in French and can use French subtitles without any problem, but the game options just give you that possibility re:subtitles: have them or make without them. No language setting that I'm aware of.
HTH