Collectively words "borrowed" from other languages are called "loan words". Rendezvous is one such, so much so that it's an actual English word:
rendezvous (n): A meeting at an agreed time and place.
There are thousands of other such words: barbecue, champagne, faux pas, kitsch, modus operandi, schadenfreude and many others.
However if you mean dropping actual foreign language words or phrases into a sentence, either to sound cosmopolitan, or because the words just don't translate well, then there really is no single term to describe this. For example:
I was so angry I couldn't speak, and it wasn't until yesterday that I had l'esprit d'escalier, as the French say, and thought of what would have been a perfect response.
There are various terms for what other people might think of it, such as "elegant" or "pretentious" but the practice itself is not called anything.