On TCDB they have for US set:
#125 /1000
https://www.tcdb.com/ViewCard.cfm/sid/4886/cid/1190091/1991-92-Pro-Set-125-Patrick-Roy
#599 /1000
https://www.tcdb.com/ViewCard.cfm/sid/4886/cid/10575299/1991-92-Pro-Set-599-Patrick-Roy
and for French set:
#599 /3000
https://www.tcdb.com/ViewCard.cfm/sid/10725/cid/8302158/1991-92-Pro-Set-French-599-Patrick-Roy
So there is no #125 on the checklist for French BUT also notice the SN on that French 599 is over 3000. Seeming that /3000 means numbered between 1001 and 4000 and the first 1000 are the ones in the US set.
A forum posting over there about it:
https://www.tcdb.com/Forum.cfm/Page/S/ID/4886/?MODE=VIEW&ThreadID=2980&C=0
Note that it does not have ink color for the Roys mentioned only for the McLean.