What legal structure should I choose

We are moving to France (near Paris), and I am trying to understand how to proceed with the transition and fiscal accommodation.
My current employer (in Romania) is willing to allow me to move, create a legal entity in France, and invoice them for my services.
I wasn’t able to understand clear terms regarding the taxation on different forms, so I think the best way is to ask an expert - so here I am.

At least for the first period, I will be invoicing about 4500-5000 EUR monthly.
Should I start as Entreprise individuelle, and change it after a few months, as I will be exceeding the threshold, or there are not enough advantages and I should go directly with another form?
We are coming as a family, and I have 2 daughters. I am looking to have health insurance for the entire family.
My wife is also going to take about the same steps as me, as she is working as a private company here and invoices the employer in USA or Spain. She will delay things a bit - as far as I understand she will have about 3-4 months until she is considered fiscal resident in France (the 6 months term). The taxes for her current Romanian firm are much lower, so we will delay moving the company for as much as legally possible.

We have relatives and friends over there, so they will help us with the first steps. They are preparing paperwork to declare they take me in their living space, so I can get a bank account.
Can you guide me towards the next steps?

Thank you,
Alex