problem.php

<?php

function getFormatter($dateFormat = 'medium', $timeFormat = 'medium', $locale = null, $timezone = null, $format = null)
{
    $formatValues = array(
        'none'   => \IntlDateFormatter::NONE,
        'short'  => \IntlDateFormatter::SHORT,
        'medium' => \IntlDateFormatter::MEDIUM,
        'long'   => \IntlDateFormatter::LONG,
        'full'   => \IntlDateFormatter::FULL,
    );

    return \IntlDateFormatter::create(
        $locale !== null ? $locale : \Locale::getDefault(),
        $formatValues[$dateFormat],
        $formatValues[$timeFormat],
        $timezone !== null ? $timezone : 'UTC',
        \IntlDateFormatter::GREGORIAN,
        $format
    );
}

$start = new DateTime('first day of previous month 00:00:00', new DateTimeZone('Europe/paris'));
            $start->setTimezone(new DateTimeZone('UTC'));

$end = clone $start;

$formatter = getFormatter('full', 'medium', 'fr', 'Europe/Paris');

echo $formatter->format($end);

solution.php

<?php

function getFormatter($dateFormat = 'medium', $timeFormat = 'medium', $locale = null, $timezone = null, $format = null)
{
    $formatValues = array(
        'none'   => \IntlDateFormatter::NONE,
        'short'  => \IntlDateFormatter::SHORT,
        'medium' => \IntlDateFormatter::MEDIUM,
        'long'   => \IntlDateFormatter::LONG,
        'full'   => \IntlDateFormatter::FULL,
    );

    return \IntlDateFormatter::create(
        $locale !== null ? $locale : \Locale::getDefault(),
        $formatValues[$dateFormat],
        $formatValues[$timeFormat],
        $timezone !== null ? $timezone : 'UTC',
        \IntlDateFormatter::GREGORIAN,
        $format
    );
}

$start = new DateTime('first day of previous month', new DateTimeZone('Europe/paris'));

$start = new DateTime($start->format('Y-m-d 00:00:00'), new DateTimeZone('Europe/paris'));
$start->setTimezone(new DateTimeZone('UTC'));

$end = clone $start;

$formatter = getFormatter('full', 'medium', 'fr', 'Europe/Paris');

echo $formatter->format($end);