Issues with inconsistent COLLATION installation

We are having issues with some databases getting our locales generated. We
are using Ubuntu 18.04 and postgresql 10.8.

Example:

*from bash prompt:*

$ locale -a | egrep fr
fr_BE
fr_BE(at)euro
fr_BE.iso88591
fr_BE(dot)iso885915(at)euro
fr_BE.utf8
fr_CA
fr_CA.iso88591
fr_CA.utf8
fr_CH
fr_CH.iso88591
fr_CH.utf8
french
fr_FR
fr_FR(at)euro
fr_FR.iso88591
fr_FR(dot)iso885915(at)euro
fr_FR.utf8
fr_LU
fr_LU(at)euro
fr_LU.iso88591
fr_LU(dot)iso885915(at)euro
fr_LU.utf8

*from psql prompt:*

[local] cnemelka(at)postgres=# create collation french
(provider=libc,locale='fr_FR.utf8');
ERROR: 22023: could not create locale "fr_FR.utf8": No such file or
directory
DETAIL: The operating system could not find any locale data for the locale
name "fr_FR.utf8".
LOCATION: report_newlocale_failure, pg_locale.c:1312

*Anyone having similar issues or know of the solution?*

*TIA,*
--cnemelka