As someone who has done this route often domestically, I know most majors inc WN fly to ABQ.
From CDG, is it possible to take Air France, CO, or a partner to IAH and from IAH its 744 miles via CO. My usual route is IAD-IAH-ABQ. I'm not sure if CO fly's EWR or CLE direct to ABQ.
Sorry I don't know all the carriers that serve ABQ.