Regarding Savate, I’m not sure. The martial art dates back to the 19th century, so it did exist, and if your character was enlisted in the French military, it’s entirely possible they would have been exposed to it, and learned it there.
That said, I’m not sure where you got the idea that it was developed for shipboard combat. From what I’ve read, it originated in Parisian slums for streetfighting, and eventually evolved into it’s own sport.
This wasn’t some kind of specialized naval combat style, but for the kind of person that enlisted in the French military in the 19th century, it would make sense that they had learned Savate before joining, or from fellow soldiers, as a form of recreation, while serving.
I’m not extremely familiar with 19th century military training, so I’m not sure what their training would have entailed. Though, for what it’s worth, I do remember reading that marines were still frequently trained in saber combat, for use in boarding actions up until about 1900. That said, if you know which navy he served in, and roughly when, that should give you all the information you need to start researching the training he would have received.
Is it appropriate? Yeah. I mean, westerns frequently include characters who are trying to build a new life, or running from their old one. Especially military veterans. Usually, (with westerns set in the 1870s and ‘80s) we’re talking about civil war veterans, but, there’s nothing that precludes a sailor. This is especially true if you’re looking at coastal settlements in places like California. He could be a deserter or have mustered out on his own. Really, the options are open. Ex-sailors are a little unusual, but depending on what you’re wanting to do with the genre, they fit perfectly with the themes.