Remember that song lyrics are poetry. Even in our western convention poetry is not always grammatically correct. Poetry typically creates a 'heart picture' with meaning and rhythm. Also remember that the way the Korean mind understands language and grammatical communication is very different than the west, if one does not speak the language fluently then translation becomes extremely difficult. As you may know already, Korean language is a SUBJECT
OBJECT
VERB (SOV) language, in which many times the subject is dropped. Often when there is more than one clause to a sentence structure the second clause can almost be read FIRST when translating to English. Which makes the Korean grammar sometimes look 180 degrees opposite from English... in your case perhaps French.
Let's look at the lyrics again:
내 기억 속에 아주 늦은 밤
Literally: My memory deep-in very late night
날 데려다 준 어느 밤
Literally: Me-to ride giving one night
내 기억 속에 아주 늦은 밤, 날 데려다 준 어느 밤
Meaning: That very late night you gave me a ride is etched upon my memory.
Unfortunately we loose much of the nuance and the poetic rhythm with a meaning-for-meaning translation, for example in the lyrics the word 밤 (night) is repeated for emphasis and poetic effect. Also 내 기억 속에 is most accurately translated "DEEP (or 'somewhere') in my memory" because the term 속 indicates 'internal,' and almost connotates 'in the core' or 'buried inside.'
I hope that helps.