What is the goal of the War with CivFr?
Very good question. Initially, the goal of the war with French was to give us a serious lever to use when negotiating terms of NAP with French. This was their GM which could have been paralyzed until we have peace with French. Well, we did not thought about that they will have another GP to start a GA and evacuate their GM elegantly. Well played on their side. Another reason for this war to start was to show them we are not afraid of war and we act swift when someone cross our way. And third reason was to give us the freedom to attack their units in the field if they try to mess with our plans or if they try to help Spaniards.
Right now, when the Zulus are gone, the purpose of the war is not that good. We would have preferred to have peace and NAP with French, but they maybe feel offended by our declaration of war and want to punish us, or maybe they feel strong right now that they can take some more Zulu land (which luckily for us is not the truth), or worst case scenario for us is that they already spoke with RB and RB told them our NAP is about to expire in 20 turns and then will be war, so French rely on keeping the war for the next 20 turns and then making push on us when they will know we will have to defend on two fronts.
So far, what have we gained from DoW on French (As in...what do we have that we would not have if we had not DoW on them?)?
Unfortunately for us, until now we gained nothing from declaring war to French except for forcing them to use their GM on a GA, which in the long term will hurt French, but right now it is not that good for us. This "not gained anything" can change quick of course in the form of us razing 2-3-4 French cities and extending our land gains. This will also gain us weaker French opponent (who have been non-cooperative, selfish and arrogant to us the whole history). But also very very angry on us French.
So in the end what do we hope to gain from the DoW on French?
I wrote the things I was hoping to gain from this DoW. Right now, most of those hopes are gone. Taking all the Zulu land for us only still is very likely scenario though. Hurting them military and razing few of their cities thus seriously hurting them in the long term too.
It is important to know our goal so that we know what time and resources will be needed.
Our goals I would describe best as mix of keeping as much Zulu land for ourselves as possible, defending those gains successfully, making as much damage to CivFR short and long term, as they decided to be our enemies from now on as it seems, while making the least efforts and hurting our own economic the minimum (we will need economic in the long run). Possibly, getting a NAP with French at some point, as we are not suited to fight long war with them (unless we get NAP with RB of course).
In the end, I would propose that we send them a mail, saying:
"OK, OK, we learned our lesson, now lets drop that $hit and make a NAP to avoid further damaging our both teams."
We risk nothing. Either they start negotiating, or they dont, but think we will not make them big troubles and somewhat underestimate us, while we heal and regroup
So realistically we must make the preparations to wage full scale War on them. We have nothing to lose. If they do want War to the death, we will be ready, and if they do finally give us a NAP, then we can turn the army against RB instead.
. I hope that we will smoke cigars
drink toasts 
and 
dance on their smoking cities and fresh dug graves when all is said and done.
Loosing two knights is not end of the world. And I understand that the luck remarks were tongue-in-cheek, but we now at war, perhaps life-or-death war, and what we need most is not luck - we need PLANS. As Napoleon Bonaparte famously said, "God is always supporting the side with better artillery" 
We have been suffering this spiritual leader for more than hundred turns for that exact purpose 
