I checked the Prima Guide for World Adventures and it lists no Deathfish in France, Egypt, or China.
Well, this wouldn't be the first time the Prima Guide is wrong, because Death Fish can actually be found in China.
The Death Fish in China can be fished in the pond in the Graveyard in Shang Simla. You can also catch Vampire Fish there. I think the developers basically created a basic concept that Death Fish spawns in Graveyard ponds. And since there's no ponds in the Graveyards in Egypt or France, no Death Fish can be found in those countries (as far as I know, someone correct me if I'm wrong).
So next time you go on a vacation in China, you can spend some of your time off catching Death Fish; I did with my sim Arianna and caught ~15 of them during her three-week vacation, so she could both make Ambrosia (which was eaten by the naughty mummy-ghost
. Should have known better than to leave it out in the open...) and stock up a pond with it.