I believe they give you your boarding pass for the CDG flight in ZYR so you can go from the train station straight to the gate, with priority lines that's not that bad but 1h26 still doesn't leave much to spare.
AF lounges are pretty good so I'd go for the comfort of having a bit more time and relax there vs. being stressed.

They do give you your boarding pass in ZYR, but I believe you still have to go through passport control and security at CDG.

My current thought is that if it works, then I've saved time and if it doesn't then they'll put me on the next flight, an hour later (unless sold out), which is still no worse than getting to CDG 2.5 to 3 hours early.

Correct, passport and security in CDG, hit or miss on how fast that goes but yes, if you care more about a short journey vs. no stress then you should go with the 1h26 option.

One thing you didn't mention (and maybe not care about) is that the status accelerator miles only apply on delta operated flight. But I think you don't care since you're booking AF :)

Presuming there will be room on the next flight, then if we don't make a 1h26m connection, a 2h26m connection should work. Given the current situation, there should be availability, but it is a risk. BTW, I asked AF twitter about connection issues and they responded that the connection is longer than the CDG MCT of 1h15m.

We invariably fly business, so status does not do much, if anything.

If the train is delayed which causes you to miss your flight and you can’t be put on another flight until the next day, would that be covered by EU comp regulation?

Great! Trust you'll have a good trip!

On the status topic you're fine until you hit any disruptions or cancelled flights. Do not underestimate the value of status when you need to get through to a rep by phone or when all flights are sold out and you need a seat.

I'm not sure this is the best time to tout the ability to get through to DL on the phone 😛

We're now trying to decide between train to CDG and CDG to train. Both are are about a 1.5 hour connection, but perhaps it's easier to just go through arrival immigration and catch a train than departure immigration and security after arriving by train.

2-5' max wait time as a 360 to call in :)

They're equally easy or hard IMO, one does indeed take more time, the only downside is that waiting at the train station at CDG is bearable but not really pleasant. There are enough food options not to starve but that's about it. Also check the frequency of departing trains, sometimes there's up to 2hrs in between.

Wait can be more than 2 hrs - after a 9:10 scheduled plane arrival the trains are at 10:37, 13:07 and 17:07. I suppose the 5:55 arrival would be safer, with 8:07 and 9:16 trains, but that could mean a long wait for the train, since I'd imagine immigration is rather quick early in the morning.

OTOH, if we can't make it from train to gate in 1hr26min, they'll put us on the next available flight, but that risks the next flight being full.

Oh yes, waits must be up even more given frequency reductions. I landed on Aug 28th at 7.30am and the immigration line for non EU citizens was 1hr. Maybe it was an off day but you do risk having a long wait. I'd still trust it to do the 9:10 arrival and bet on the 10:37 train. If all goes well you land 30' early and you'll still make that train.
That said, I'm guessing your itinerary is to visit Paris vs. to visit Brussels on day 1? I'd go for doing the Brussels at the end and have the ZYR-CDG part as the beginning of your itinerary. It is tiring to do the CDG-ZYR leg after a red eye IMO.

Was that an hour on the priority immigration line? Ouch!

Yes, we plan to fly in and out of CDG and do Brussels by train either at the beginning or the end. An advantage to the end is we can check-in at ZYR, but a disadvantage is having to clear immigration and security and get to the gate all within 1hr25min and, if not, hope there are seats left on the next flight.

There is no priority for immigration when you come into CDG, it is split by EU vs. non-EU citizens and a separate split for red zone countries I think (US was orange/amber last time I checked).

All in all I'd vote for doing Brussels at the end and taking the risk with the 1h26 transit.

Is this new? When I arrived in July there was no separate line for EU citizens.

AFAIK CDG has always had separate immigration (arrival passport control) lines and booths for EU+ and nonEU+ passports. It's the same elsewhere throughout Europe, although sometimes certain nonEU+ passports are directed to an empty EU lane when there's a big line for nonEU+. [I've experienced this on a USA passport when arriving at FRA, for example.]

Yeah, same experience here. In July though at CDG there was no preference for EU passport, it was purely based on whether you were arriving from "green", "orange", or "red" zone. It was also not possible to use the eGates. Glad it sounds like this may no longer be the case. We waited for almost an hour on arrival from JFK.