Lorsqu'on utilise le clavier pinyin, même sur un clavier français, c'est l'emplacement des touches anglaises qui est utilisé...

Voici un outil pour corriger cette difficulté avec la page d'explication:
https://chine.in/forum/ecrire-avec-clavier-francais-azerty-sous_45507.html
Le fichier reg IME_W10 fournit sur le site contient simplement la "bonne" correspondance pour les touches.

Voici le contenu du fichier IME_CN_AZERTY.reg. Comme vous pouvez le constater, tout à l'air normal:
REGEDIT4
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\00000404]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\00001404]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\00001004]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\00000804]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\00000c04]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E0010404]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E0010804]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E0020404]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E0020804]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E0030404]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E0030804]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E0040404]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E0050404]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E0050804]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E0060404]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E0070404]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E0080404]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E0090404]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E00E0804]
"Layout File" = "kbdfr.dll"
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E01F0404]
"Layout File" = "kbdfr.dll"