Do you have any record of payment from the French foreign legion?
Did you list your fake name in other names in the I-129F?
If not, I would withdraw the current application because you will go down a rabbit hole of RFE quagmire of re-explaining everything on the form that you left out.
After withdrawal, I would re-apply with a new I-129F with all your information consistent (other names, etc.) explaining in more details (Part 8. Additional Information) about your service with the French foreign legion and your name aliases and any foreign legion documentation about accepting anyone with alias names, etc. Don't assume USCIS know about the foreign legion and its history. And collect as much supporting documents as you can find like contract, payment record, passport entry/exit dates, pics, etc. to support every detail of your I-129F.