I've been using modelling paste for some time now and i havent had problems with it, but I know that different brands vary with consistency, texture and even colour. I dont know the brand you're using
If i were you I would try adding some kind of thickening medium (for painters) or just searched for other brand. I've tried four brands before I found my favourite one. And i'm sure you could find some more modelling pastes on Internet. it could be easier for you as you live in EU and most of the European countries will post cheaply to France.
I hope it helped!
"Only two things are infinite, the universe and human stupidity, and I'm not sure about the former."