Not so much a special relationship, as an odd relationship.

The Sphinx and the curious case of the Iron Lady's H-bomb

“Excuse me,” Mitterrand begins, apologising for his late arrival. “I had a difference of opinion to settle with the Iron Lady. What an impossible woman, that Thatcher! “With her four nuclear submarines on mission in the southern Atlantic, she threatens to launch the atomic weapon against Argentina — unless I supply her with the secret codes that render deaf and blind the missiles we have sold to the Argentinians. Margaret has given me very precise instructions on the telephone.”
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“I ask you to keep that to yourself. I’ve been told that psychoanalysts don’t know how to keep mum in town! Is that true?” Magoudi did not reply. Instead he asked: “How do you react to such an intransigent woman?” Mitterrand replied: “What do you expect? You can’t win a struggle against the insular syndrome of an unbridled Englishwoman. To provoke a nuclear war for small islands inhabited by three sheep who are as hairy as they are frozen! Fortunately I yielded to her. Otherwise, I assure you, the metallic index finger of the lady would press the button.”
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“I will have the last word,” Mitterrand replied. “Her island, it’s me who will destroy it. Her island, I swear that soon it will no longer be one. I will take my revenge. I will tie England to Europe, despite its natural tendency for isolation. How? I will build a tunnel under the Channel. Yes. I will succeed where Napoleon III failed.”

Clearly delighted with his vision, Mitterrand had no doubt he would persuade Thatcher to accept the tunnel. “I will flatter her shopkeeper spirit. I will tell her that the welding to the Continent will not cost the crown one kopeck. She will not resist this resonant argument.”
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Mitterrand’s presidency ended in 1995. He died the following year. Thatcher remembered him as “quieter, more urbane” than Jacques Chirac, his long-term rival and successor as president. Chirac “had a sure grasp of detail and a profound interest in economics” while Mitterrand “was a self- conscious intellectual, fascinated by foreign policy and bored by detail and possibly contemptuous of economics”.

“Oddly enough,” she wrote, “I liked them both.”