I just finished a J1 internship visa and was wondering if I can apply to an H1B to work with the same company directly after (starting in October).
PS: I'm from France so I don't have the 2 years rule.
It's tricky trying to find something that explicitly allows this, because trying to prove something is legal is often like trying to prove something is negative.
However, you seem to have anticipated the primary issue, which is the foreign residency requirement. If your country is exempt, then there is mandatory period during which you are ineligible to apply or hold for an H-1B visa simply because you've held a J-1 visa.
You'll of course need to meet the usual requirements for an H-1B visa.