generally speaking it's hard to force a closed position, much easyer is to force an open one. I don't think it's possible to prevent your opponent from opening the game when you play black, the best you can hope for is to play a variation where opening the game for white is possible but not that challenging. The french is a perfect candidate since the exchange is not that fearsome, so i suggest you to continue with it.
By the way why are you offering your opponents the possibilityes of 2.Bg5 or 2.e4? A dutch+french player can laugh at these variation by using a 1.d4 e6 move order, meeting 2.e4 with d5 and 2.c4 with f5. Another reason to stick to the french!
I wanted to ask to the knowgeable forumnites what are IYO the openings where you have empirically more probability to get a closed position in the middlegame.
In my case as White I play the Stonewall Bird: black could play the Fromm gambit but it doesn't happen often at least at my level.
As Black vs d4 I play the Stonewall Dutch: White could play the Staunton gambit or the Bg5 line but usually the opponents play c4 instead
The problem is vs e4 as Black: I use to play the French but 50% of the times the opponents play the exchange French which AFAIK leads to open positions. Do you know alternative solutions?
Regards