There is no contraindication for a pure-play MS student to undertake a thesis with a MS student in the Grande École Program.
You can form a partnership with:
An MS student from the same program/campus as you (e.g., MDCE Lille / MDCE Lille)
An MS student from the same program/campus as you (e.g., MDCE Lille / MDCE Paris)
An MS student from a different program/campus as you (e.g., MDCE Lille / MCLA Lille)
An MS student from a different program/campus as you (e.g., MDCE Lille / MCLA Paris)
Partnerships between Fall/Spring and MS/MSc students are not possible.