Curious, I'd not heard anything about Waterloo Station being insulting before but according to the
BBC in 1998 some French politician did request a name change. I had heard about the Trafalgar situation before although I don't know if it was the French (or Spanish) who actually requested the red on blue rather than the actual sides being represented as normal.
I'm still unsure if the French (or any other nation) would be opposed to England celebrating their patron saint (who as you are no doubt aware is of Turkish ancestry anyway). It doesn't seem to impact, even tangenitally on anything that anyone else would care about so I don't see any reason why as a homogenous grouping the English should feel any guilt or have any problems celebrating the day if they should so choose. Perhaps this guilt or feelings of pressure to feel guilt are more imagined than actual?