In french, what should be used for no. is : nᵒ (letter o in superscript)
nᵒ is an abbreviation for numéro (which means number)
nᵒˢ is an abbreviation for numéros (which means numbers, it’s plural)
n with a zero or a degree symbol (in superscript) should be avoided (as well as #, no or no.)
№ is a unicode character used in cyrillic script (nothing to do with french which uses latin script). It means number as well.
Since superscript o and s can be hard to type with a keyboard. These other forms are acceptable, I guess, but nᵒ is prefered.
In french colons are preceded by a non-breaking space (U+00A0). It looks weird to you but not to me 
In your example, I’d write track 2 like this :
L’Arlésienne : Suite pour orchestre nᵒ 1 : 2. Menuet. Allegro giocoso