Some of this information is unclear. Was Josephine French? What was her birth name? Or was she Nagy? What was her husband's name? What precisely was that Hungarian/French link?

I assume you meant to write Austrian/Polish, not Australian/Polish. Your message says that Josephine was "brutally killed." Did you mean to say her husband? What was the son's name? Did he fight in the Polish uprising also? In the 1848-49 war in Hungary?

"de Nag" or "de Nagy" does not really make sense. It implies that there was a place named Nag or Nagy, and I do not find any reference to such. Perhaps someone was confused by the frequent custom among the nobility of adding "y" to a place name to indicate "of." On the other other hand, Nagy is the most common of all Hungarian family names, and it means "big." There are also hundreds of villages and towns whose names begin with Nagy. There were dozens upon dozens of noble families by this name.

It might help if you gave the source of your information also. Did any of this family immigrate? When? To where? Do you have any place names whatsoever?

The more information you can provide, the greater the chance that someone can help you.