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The Waldensians were more a Piedmontese than French phenomena. You are also about a century early with the major massacre ~ which happened in what is now Italy in the former domains of the Duke of Savoy (a cousin of the King of France ~ which isn't terribly notable since all the dukes and kings of Europe were pretty much cousins).

Fur Shur Coligny was not a Waldensian ~ and had he not been assassinated I doubt he'd been closely involved with either formal Lutheran or Presbyterian movements. Given the fact even his family moved to Brittany, his likely affiliation would have ended up with either the Puritans or Pilgrims in the fashion of the English most concerned with such matters.

Back in France, the Huguenots won the war with Henry IV, but gradually lost their rights until in the end in the later part of Louis XIV's reign they simply had to flee from the place ~ and so ended the old Protestant traditions of France.

Spanish Protestantism took an entirely different tack. There the Protestants were as interested as Catholics in keeping former Moslems and former Jews on the straight and narrow since, in fact, there were a good number of such folks.

At the same time the settlement of America was taking place with Spain at the helm. In 1604 King Philippe II/III gave up that idea and gave Canada to the French and opened the Eastern Seaboard to European Protestants (and Jews) except for "the Dutch". The Spanish then focused on what they could handle in South America, Mexico and the Caribbean. The Spanish protestants, particularly the high church people, just disappeared into the broad mix in what later became the 13 English colonies.

Someday take a good look at the names on the "Liste of the Livinge and the Deade" in Jamestown about 1621 (I believe that's the date).

English surnames are not as common as you might think ~ there are people from every part of Europe ~ TENS OF THOUSANDS OF THEM. NONE WERE CATHOLIC.