While I agree that they won't shut down OVH France, I'd rather go with Hetzner Finland than Hetzner US. Mostly powered by renewables, much of that water, they'll be fine regardless of the availability of gas.
I don't really know much about datacentre power feeds, but wouldn't those renewables be connected to the main grid rather than specifically dedicated to the Hetzner DC? In which case if there was strain or rationing it could be grid wide rather than Hetzner being isolated on their own power generation. I might be wrong though, and I'm sure even if they did introduce some kind of rationing then companies like Hetzner would be fine.