Thanks for your suggestion. U called the sales office and they said my luggage will be checked through to Madrid. They also said they will rebook me at no cost on the next flight from CDG , in case I don't make it in time from YUL. I then went back to AF's FB and got the same info in writing.

Hi there, I talked to AF, they said the luggage will be checked through to Madrid. I'll report back after my flight:)
It's pointless making remarks like that, you shouldn't offer advice when you don't know what you are talking about. I've worked in the airline industry for (ahem!) years in a major European hub serving countless airlines. Just to take your example, I can personally vouch for BA checking my luggage from SFO to LHR and onto my final destination with another airline that was not part of their alliance. We will happily tag luggage onto BA everytime even though they are a different alliance. It's customer service that ALL full-service airlines strive to provide. We check literally thousands of passengers every single day to destinations you probably haven't even heard of, you can't even begin to tell me what is what.
Bad and incorrect advice is worse than no advice at all. With no advice an OP will continue researching with at least a chance of getting correct advice.
BTW, through checking of luggage is always at the agents discretion, maybe try smiling a bit more and perhaps your flying experience will be improved.
It was definitely a mistake to book two AF tickets separately, but the problem seems easily fixable to me. AF has no reason to go out of its way to obstruct its own passengers from completing their journey, and anyway you probably paid more than the fare if you had booked the two segments together.
The only problem that I see is that for super early arrivals, there are usually very few passport windows open, although I think that the situation has been improving. You will want to be among the first passengers to get in line, so don't go looking for a restroom or a coffee machine when you get off the plane.
I did recently the transfer between terminals 2E and 2F and it was done very quickly, though it involves a bus on one way (don't remember which one). However, we were traveling on a single ticket so we had no worry about checking luggage and passing security again. In our case, 1 1/2 hour was plenty of time.

12 I am not getting to an argument with you I have worked in the industry for 20 years so think I know what is officially correct. And you actually contradict yourself in your last paragraph as you it is entirely down to discretion of the agents for checking through luggage.
If you had really worked in the industry for 20 years then you would know better.
Absolutely no point whatsoever in discussing further.
I only worked for an airline in Paris for 35 years so perhaps my knowledge is not valid either.
However, I do know that airlines try their best to help passengers and even more so when they are tranferring on the same airline. It is not in the interest of any company to annoy its clients.
Yes, they can be nasty and screw you by adhering to the precise rules if you are annoying and need to be punished. Most passengers are not in this category.

Hi there!
Just wanted to give an update on my flight with AF.
Prior to my flight I called AF customer support and then obtained a written confirmation from AF Facebook that AF will be able to transfer my luggage all the way to Madrid, despite me having two separate tickets (both with AF).
I arrived at YUL, went to AF ticket counter and explained my situation. The girl at the counter seemed a little confused and was not sure the transfer would be possible. She called her superior, who was able to arrange for the transfer. I got a luggage sticky with MAD as the final destination and the luggage arrived safely to Madrid.
The transfer at CDG was super easy and quick, took 10 minutes at the most.
Thanks to everyone for their advice!
P.S. Although I booked two separate tickets, it ended up being 120E cheaper than buying one ticket for my flight (1. YUL - CDG, MSQ - AMS - YUL and 2. CDG - MAD). Weird.