What is name of this french or spanish movie?

I saw this movie sometime after 2000 I believe, pretty sure its in French but could be in spanish. Basically this guy meets this girl and fall for her, think she is a prostititue, but she is dating a drug dealer. They steal his stash of Ketomine and run off together. At some point they end up at a rave/house party at a house in the woods somwhere. For some reason I have a vague memory of DJ Goldie being in this movie but have not found any reference to him. Utimately they couple are on the run and eventually get to a point where they have the money from selling the drugs and the girl the girls dream is to go to south america. The guy  reluctantly does not go and so she goes, and says something like if you truly love me you will come find me. So she goes and then of course the guy eventully travels to south america with no clue where to find her. At some point he gets caught up with another gang of some sorts, there is a scene where they force him or another person to eat cockroaches. … I just remember the end they he finds her out in some desert where she said she would be. Please help.

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