When I go to export my document in PDF and LaTeX formats, I am seeing French in the Paragraph Styles section. Where they used to be English, I now see: Texte principal Premiere ligne Nom du document Souse-titre
I notice this when the "Last Setup" template is used. If I switch to another one it shows English correctly, but when I switch back the French is still there.
Did you last use Ulysses while your system language was set to French? Then this is intended as Last Setup uses what you chose last. To change it back, just choose the Standard template while the system language is set to English, next time the Last Setup should be English again.