France in the 1890s was not like Nevada or Arkansas in your United States where you have your « quickie divorces » (smile!). There was no divorce at all in France from 8 May 1816 to 27 July 1884, and even until 1908, the process was quite difficult.
Even if it were possible, it is highly unlikely that a foreign national student and a foreign national working entertainer, both who are not citizens or not permanent residents of France, could obtain a divorce decree by French authorities.
However, it is very likely that your U.S. Embassy in France might have records of this event because it may have been performed at your foreign embassy (as marriages of American, British, and German nationals almost always were, as well.) Even in the highly unusual chance the divorce was certified by a French mayor, your embassy would have a record because they had American passports.
In France, we have overseas and diplomatic archives have hold records of our embassies. If you search records of your own American embassies of London and Paris at your National Archives, you should have success.
I wish you much success.
Bonne quête !