Even Marion Cotillard feels lost at times. The Oscar-winning beauty, who plays an orca trainer who loses her legs in “Rust and Bone,” said she can understand her character’s sense of feeling lost. “She doesn’t feel life, so she is pretty violent and cold and tough because she protects herself from being empty in a way,” the actress told us at a Peggy Siegal lunch at Brasserie Ruhlmann yesterday. “I know that feeling to be lost . . . Not now, but a few years ago when I was lost and didn’t know the purpose of life. You know, when you start asking questions to yourself and you don’t have any answers and you’re just lost? It happens to many people.” Cotillard trained with whales for the part and admitted she didn’t enjoy the experience. “I don’t really understand how we can take those magnificent animals out of their environment and put them in swimming pools,” she said. “Then I created a connection with the animals, and my trainer was amazing.” She explained that she agreed to do the project despite her discomfort because it was the “most beautiful love story.”